NYLI MacKay High Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.58% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 3.73 | |
| 0.0909 | 23.37 | |
| 0.9867 | 313.42 | |
| 4.6930 | 6.24 |
Estimation Period:
Oct 25, 2022 to Feb 13, 2026
Oct 25, 2022 to Feb 13, 2026
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