Nomura National High-Yield Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.37% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1576 | 5.56 | |
| 0.2581 | 6.66 | |
| 0.8639 | 39.60 | |
| 5.9195 | 2.31 |
Estimation Period:
Mar 6, 2025 to Feb 13, 2026
Mar 6, 2025 to Feb 13, 2026
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