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V-Lab

NYLI MacKay Muni Intermediate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.15% (-0.36%)
Analysis last updated: Saturday, February 7, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of NYLI MacKay Muni Intermediate ETF SGARCH
paramt-stat
ω0.75671.59
α0.23594.52
β0.59738.24
γ1-1.7822-1.23
γ22.92401.62
γ3-2.4628-2.59
γ43.46653.74
γ5-3.7127-3.89
γ61.73042.27
γ70.44020.55
γ8-2.5264-1.53
Estimation Period:
Oct 18, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts