Nomura National High-Yield Municipal Bond ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.09% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 9.27 | |
| 0.3925 | 8.20 | |
| 0.4854 | 13.09 |
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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