NYLI MacKay California Muni Intermediate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.61% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5963 | 4.75 | |
| 0.2997 | 4.26 | |
| 0.2474 | 2.03 | |
| -10.2150 | -3.87 | |
| 11.8853 | 2.99 | |
| 1.1265 | 0.44 | |
| -5.5911 | -2.40 | |
| 5.8896 | 2.30 | |
| -7.2450 | -3.09 | |
| 6.2684 | 4.01 |
Estimation Period:
Dec 21, 2021 to Feb 6, 2026
Dec 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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