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	param	t-stat
$ω$	2.9464	1.73
$α$	0.2037	1.89
$β$	0.0000	0.00
$γ_{1}$	-22.4654	-0.13
$γ_{2}$	103.1491	0.33
$γ_{3}$	80.4751	0.33
$γ_{4}$	-482.6402	-2.26
$γ_{5}$	846.9682	3.12
$γ_{6}$	-1,170.6240	-3.01
$γ_{7}$	1,058.1520	2.64
$γ_{8}$	-497.0949	-2.19

V-Lab

Vanguard NW YRK Tx-Ex BD ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:4.44% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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