Nomura National High-Yield Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.80% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5700 | 3.70 | |
| 0.3645 | 2.00 | |
| 0.3444 | 1.91 | |
| 2.2442 | 1.27 |
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 Spline-GARCH Analyses on ETFs