Nomura National High-Yield Municipal Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.59% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2282 | 2,282,020.00 | |
| 0.6211 | 6,210,860.00 | |
| 0.2559 | 2,559,130.00 | |
| 0.0044 | 44,360.00 | |
| 0.0001 | 600.00 | |
| 0.0006 | 6,280.00 |
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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