ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7958	5.62
$α$	0.3370	4.35
$β$	0.2786	2.33
$γ_{1}$	-5.1872	-5.14
$γ_{2}$	8.1613	5.30
$γ_{3}$	-3.9284	-3.19
$γ_{4}$	1.3888	0.99
$γ_{5}$	-3.1069	-1.71

V-Lab

NYLI MacKay California Muni Intermediate ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.41% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay California Muni Intermediate ETF Analyses