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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.8065	8,065,250.00
$β$	0.1454	1,453,880.00
$γ$	0.0962	961,750.00
$λ_{1}$	0.0099	4.28
$λ_{2}$	1.0000	4.29
$λ_{3}$	0.0000	0.00

V-Lab

NYLI MacKay Muni Insured ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:-0.00% (-2.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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