NYLI MacKay California Muni Intermediate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.63% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 7.26 | |
| 0.2747 | 10.95 | |
| 0.8525 | 44.20 | |
| 5.1099 | 5.19 |
Estimation Period:
Dec 21, 2021 to Feb 6, 2026
Dec 21, 2021 to Feb 6, 2026
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