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	param	t-stat
$ω$	5.3980	1.79
$α$	0.1884	1.71
$β$	0.0000	0.00
$γ_{1}$	261.3066	1.54
$γ_{2}$	-270.4662	-0.91
$γ_{3}$	213.0074	0.90
$γ_{4}$	-552.9369	-2.59
$γ_{5}$	897.7233	3.28
$γ_{6}$	-1,242.4640	-3.15
$γ_{7}$	1,239.0250	2.83
$γ_{8}$	-985.0294	-2.49

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:0.80% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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