Nomura Focused Emerging Markets Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.58% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2511 | 6.85 | |
| 0.3634 | 9.93 | |
| 0.7105 | 16.92 | |
| -0.1587 | -5.21 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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