Nomura National High-Yield Municipal Bond ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.80% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 3.15 | |
| 0.3896 | 7.82 | |
| 0.5023 | 9.24 | |
| 0.0278 | 0.69 | |
| 1.7886 | 5.51 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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