Nomura Focused Emerging Markets Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.61% (+6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9127 | 4.79 | |
| 0.2398 | 2.00 | |
| 0.4384 | 2.33 | |
| 0.0364 | 0.05 |
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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