Nomura National High-Yield Municipal Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.24% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.02 | |
| 0.3794 | 8.15 | |
| 0.4883 | 12.97 | |
| -0.0362 | -2.13 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura National High-Yield Municipal Bond ETF Analyses
Other AGARCH Analyses on ETFs