NYLI MacKay High Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.95% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0688 | -7.20 | |
| 0.1923 | 16.20 | |
| 0.9664 | 241.05 | |
| -0.0346 | -2.50 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NYLI MacKay High Income ETF Analyses
Other EGARCH Analyses on ETFs