Nomura Focused Large Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.86% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7753 | 54.59 | |
| 0.1900 | 13.62 | |
| 0.5297 | 0.49 | |
| 0.0696 | 0.85 | |
| 0.1207 | 0.07 |
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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