NYLI MacKay High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.63% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6103 | 5.60 | |
| 0.1298 | 2.37 | |
| 0.7655 | 8.77 | |
| 0.1970 | 1.63 |
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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