Vanguard NW YRK Tx-Ex BD ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.15% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 1.87 | |
| 0.0068 | 0.82 | |
| 0.7770 | 36.63 | |
| 0.7450 | 6.43 |
Estimation Period:
May 22, 2025 to Feb 6, 2026
May 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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