Nomura Focused Large Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.08% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9929 | 4.74 | |
| 0.0797 | 6.26 | |
| 0.9380 | 85.08 | |
| 4.7915 | 2.14 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
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