Nomura Tax-Free USA ETF APARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.31%
increased by 1.55%
1 Week
5.76%
increased by 1.00%
1 Month
5.36%
increased by 0.60%
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 | |
|---|---|---|
| 0.0138 | 0.00 | |
| 0.0252 | 0.00 | |
| 0.4466 | 0.00 | |
| 1.0000 | 0.00 | |
| 3.0000 | 0.01 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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