NYLI MacKay Muni Intermediate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.85% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 9.42 | |
| 0.3231 | 11.59 | |
| 0.6578 | 50.59 | |
| -0.0952 | -2.54 |
Estimation Period:
Oct 18, 2017 to Feb 6, 2026
Oct 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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