Nomura Focused Large Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.48% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 1.93 | |
| 0.1230 | 11.81 | |
| 0.8074 | 65.52 | |
| 0.7409 | 18.43 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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