NYLI MacKay High Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.47% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1721 | 8.02 | |
| 0.4303 | 11.87 | |
| 0.0127 | 0.59 | |
| 0.0298 | 0.39 | |
| 0.6514 | 0.42 | |
| 0.0000 | 0.00 |
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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