Kay, 63, a popular English and film teacher at the school, was beaten to death in her West 55th Street apartment on April 10 by her 19-year-old son Henry Wachtel, police said.
A private funeral for Kay will be held outside New York City, and arrangements for a public memorial service haven't yet been made, school leaders told parents on Saturday. A call to the school Monday was not immediately returned.
Students at the famed LaGuardia, which prepares pupils for careers in music, dance and the performing arts, were back in class Monday for the first time since Kay's horrific death, which happened while the school was on spring break.
Students in Kay's classes said they were still in a state of shock, noting that some students cried as Principal Kim Bruno talked over what happened with Kay's students.
Kay was known as a caring teacher who took the time to get to know her students. She was described by some former students as the best teacher they ever had.
Bruno told students she wanted to personally lead Kay's classes on Monday because she couldn't imagine a substitute teacher filling in for the popular educator while students were still struggling to understand the tragedy. Students added that Bruno was "thoughtful" and "supportive."
"I was shocked," said a 17-year-old senior in Kay's film class, who said he was close with the teacher. "I just couldn't imagine a world she wasn't in anymore. It was the first death I've had to deal with on a conscious level."
Students in the film class considered writing essays explaining how Kay had touched their lives, but then decided that making a short movie about the teacher, who wrote and produced a 1988 film starring Steve Buscemi, would be a more fitting tribute, said the student, who didn't want his name used.
"We thought, what better way to honor her than to make a movie," the student explained.
A student in Kay's creative writing course said his class wants to dedicate the next issue of the school's literary magazine, The Lively Arts, to the teacher. The magazine features poetry and stories by some of Kay's students.
With its emphasis on creative expression, LaGuardia students may be able to find unique outlets for their grief, said Barbara Pollard, a former English department chair who worked with Kay for many years.
The school's alumni include dozens of well-known performers and actors, such as Jennifer Aniston and Adrian Grenier. Pop star Madonna's daughter, Lourdes, is a student at the school. Among the students whom Kay taught personally was celebrated novelist Jonathan Lethem.
"They'll find ways to write it out, to play it out," Pollard said. "They'll feel it intensely, but they'll have an escape hatch, which many people do not. They'll have a need to express it and they'll find a way to do it because that's what they’ve been doing all their lives."
But the student from Kay's film class said talented or not, students are still reeling.
"I guess it helps that we're more expressive," he said, "but nothing really prepares you for something like that."