NYLI MacKay Muni Intermediate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.15% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7567 | 1.59 | |
| 0.2359 | 4.52 | |
| 0.5973 | 8.24 | |
| -1.7822 | -1.23 | |
| 2.9240 | 1.62 | |
| -2.4628 | -2.59 | |
| 3.4665 | 3.74 | |
| -3.7127 | -3.89 | |
| 1.7304 | 2.27 | |
| 0.4402 | 0.55 | |
| -2.5264 | -1.53 |
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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