Nomura National High-Yield Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.58% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4839 | 3.67 | |
| 0.3686 | 2.04 | |
| 0.3519 | 1.98 | |
| 1.5187 | 3.19 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura National High-Yield Municipal Bond ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs