Nomura Focused International Core ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.17% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6881 | 0.58 | |
| 0.0000 | 0.00 | |
| 0.8077 | 0.29 | |
| 10.4094 | 0.08 |
Estimation Period:
Jun 19, 2025 to Feb 6, 2026
Jun 19, 2025 to Feb 6, 2026
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