Nomura National High-Yield Municipal Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.88% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3662 | -7.19 | |
| 0.5739 | 11.48 | |
| 0.8165 | 34.83 | |
| -0.0886 | -1.98 |
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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