Nomura Focused Large Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.60% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -0.11 | |
| 0.0554 | 3.90 | |
| 0.9277 | 40.56 | |
| -0.2347 | -15.80 |
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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