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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 9-Day Volatility Index

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
$ω$	0.0041	8.21
$α$	0.1609	9.48
$β$	0.7880	84.97
$γ$	0.0795	1.97

V-Lab

NYLI MacKay Muni Insured ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.54% (+0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Muni Insured ETF Analyses