Nomura Tax-Free USA ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
12.38%
increased by 7.95%
1 Week
11.19%
increased by 6.76%
1 Month
8.57%
increased by 4.14%
Analysis last updated: Wednesday, July 8, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 1.15 | |
| 0.0929 | 5.44 | |
| 0.7741 | 23.59 | |
| 0.3849 | 10.44 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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