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NYLI MacKay California Muni Intermediate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.61% (+0.33%)
Analysis last updated: Tuesday, February 10, 2026 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NYLI MacKay California Muni Intermediate ETF S0GARCH
paramt-stat
ω0.59634.75
α0.29974.26
β0.24742.03
γ1-10.2150-3.87
γ211.88532.99
γ31.12650.44
γ4-5.5911-2.40
γ55.88962.30
γ6-7.2450-3.09
γ76.26844.01
Estimation Period:
Dec 21, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts