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

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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
$ω$	0.7868	1.53
$α$	0.2626	3.95
$β$	0.5961	8.96
$γ_{1}$	-1.8897	-1.32
$γ_{2}$	3.0448	1.70
$γ_{3}$	-2.4580	-2.48
$γ_{4}$	3.4704	3.51
$γ_{5}$	-3.8451	-3.78
$γ_{6}$	2.1356	2.68
$γ_{7}$	-0.6228	-0.98
$γ_{8}$	0.2724	0.61

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:2.84% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Muni Intermediate ETF Analyses