Nomura Focused International Core ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.60% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1125 | 3.50 | |
| 0.0000 | 0.00 | |
| 0.7601 | 0.58 | |
| 4.4178 | 0.94 |
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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