NYLI MacKay High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.25% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4649 | 6.16 | |
| 0.1334 | 2.49 | |
| 0.7669 | 9.59 | |
| 0.0898 | 3.04 |
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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