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)

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CDX/CBOE NA Investment Grade 3-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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{type} for {date}

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	param	t-stat
$ω$	0.2220	2.52
$α$	0.2667	5.23
$β$	0.4749	5.88
$γ_{1}$	-9.7665	-3.35
$γ_{2}$	14.0882	3.16
$γ_{3}$	-5.6395	-2.20
$γ_{4}$	0.2665	0.16
$γ_{5}$	4.4146	3.27
$γ_{6}$	-5.7061	-4.73
$γ_{7}$	2.1830	1.85
$γ_{8}$	0.7287	0.52
$γ_{9}$	-0.8286	-0.51
$γ_{10}$	-1.4964	-0.72

V-Lab

NYLI MacKay Muni Insured ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:2.72% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Muni Insured ETF Analyses