Georgiev, who had a 33-save shutout against the New Jersey Devils on Nov. 30, is 3-1-0 with a .974 save percentage in his past four starts.
"The way they play, they're a really fast team. Lots of scoring chances off the rush," Georgiev said. "Obviously, it's a really fun building to play in. We wanted to play really good hockey today and get back from the loss last time (2-1 to the Montreal Canadiens on Friday)."
WATCH: [All Rangers vs. Golden Knights highlights]
Jacob Trouba and Artemi Panarin each had a goal and an assist, and Ryan Strome had two assists for New York (15-11-3), which has won six of its past nine games (6-2-1).
This was the second time in seven days the teams played each other. Vegas defeated New York 4-1 at Madison Square Garden on Monday.
"We owed it to ourselves after that game," Rangers forward Mika Zibanejad said. "Knowing how they play was so fresh last week. It was a good response, and we got away with two points."