Nomura Focused Large Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9236 | 4.44 | |
| 0.1260 | 1.74 | |
| 0.8095 | 11.58 | |
| -0.0485 | -0.38 |
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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