Nomura Focused International Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.14% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2421 | 1.40 | |
| 0.0000 | 0.00 | |
| 0.6146 | 2.41 | |
| 0.0521 | 0.84 |
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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