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

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

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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

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2297	2.54
$α$	0.2696	5.29
$β$	0.4842	6.54
$γ_{1}$	-9.6069	-3.24
$γ_{2}$	13.8275	3.05
$γ_{3}$	-5.4694	-2.10
$γ_{4}$	0.1894	0.11
$γ_{5}$	4.3765	3.19
$γ_{6}$	-5.5645	-4.57
$γ_{7}$	1.9008	1.61
$γ_{8}$	1.3101	0.96
$γ_{9}$	-2.1290	-1.51
$γ_{10}$	1.8094	1.96

V-Lab

NYLI MacKay Muni Insured ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.31% (+0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Muni Insured ETF Analyses