Vanguard NW YRK Tx-Ex BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.98% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1383 | 1.56 | |
| 0.2103 | 7.77 | |
| 0.8438 | 8.46 | |
| 2.2173 | 17.44 |
Estimation Period:
May 22, 2025 to Feb 13, 2026
May 22, 2025 to Feb 13, 2026
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