Vanguard NW YRK Tx-Ex BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.17% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 3.12 | |
| 0.0269 | 2.13 | |
| 0.8027 | 19.26 | |
| 0.3408 | 1.63 |
Estimation Period:
May 22, 2025 to Feb 6, 2026
May 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard NW YRK Tx-Ex BD ETF Analyses
Other GJR-GARCH Analyses on ETFs