Nomura Focused Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7841 | 8.81 | |
| 0.0642 | 3.61 | |
| 0.4572 | 9.33 | |
| 0.3446 | 3.66 |
Estimation Period:
Sep 5, 2024 to Feb 13, 2026
Sep 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nomura Focused Emerging Markets Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs