Vanguard NW YRK Tx-Ex BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.45% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.32 | |
| 0.0000 | 1.11 | |
| 0.5000 | 49.67 | |
| 0.0000 | 0.13 | |
| 0.0603 | 11.18 | |
| 0.1497 | 180.96 |
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 MF2-GARCH Analyses on ETFs