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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4712	2.98***
α ARCH Response to squared shocks	0.1364	1.65*
β GARCH Volatility persistence	0.6016	3.99***

γ₁	-4.4963	-1.81*
γ₂	8.7561	2.73***
γ₃	-6.9117	-5.45***

V-Lab

Nomura Focused Emerging Markets Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nomura Focused Emerging Markets Equity ETF Analyses