Nomura Focused Emerging Markets Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.61% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0165 | 2.14 | |
| 0.0951 | 8.49 | |
| 0.2856 | 11.58 | |
| 0.6387 | 0.48 | |
| 1.0000 | 0.95 | |
| 0.0000 | 0.00 |
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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