Vanguard NW YRK Tx-Ex BD ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0063 | -0.17 | |
| 0.4416 | 7.78 | |
| 0.9627 | 83.67 | |
| -0.2764 | -4.86 |
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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