NYLI MacKay High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.87% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 8.59 | |
| 0.0762 | 6.20 | |
| 0.8792 | 107.36 | |
| 0.0305 | 1.25 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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