NYLI MacKay California Muni Intermediate ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.78% (+5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 16.94 | |
| 0.3828 | 17.94 | |
| 0.5222 | 27.39 | |
| 0.0227 | 5.19 |
Estimation Period:
Dec 21, 2021 to Feb 6, 2026
Dec 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NYLI MacKay California Muni Intermediate ETF Analyses
Other AGARCH Analyses on ETFs