Nomura Focused International Core ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.66% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2480 | 5.90 | |
| 0.0409 | 4.18 | |
| 0.5333 | 9.07 | |
| 0.9756 | 9.24 |
Estimation Period:
Jun 19, 2025 to Feb 6, 2026
Jun 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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