Nomura Focused Emerging Markets Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.32% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8834 | 5.28 | |
| 0.2409 | 2.07 | |
| 0.4396 | 2.39 | |
| -0.1469 | -0.89 |
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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