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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

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	param	t-stat
$ω$	-0.4041	-8.43
$α$	0.4311	22.13
$β$	0.8223	40.56
$γ$	-0.0193	-1.40

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NYLI MacKay Muni Insured ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.58% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Muni Insured ETF Analyses