Nomura Focused International Core ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.02% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1783 | 2.23 | |
| 0.2999 | 0.11 | |
| 0.3004 | 0.05 | |
| 0.6996 | 0.20 |
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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