Nomura Tax-Free USA ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
3.31%
increased by 0.02%
1 Week
3.32%
increased by 0.03%
1 Month
3.35%
increased by 0.06%
Analysis last updated: Tuesday, July 7, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0411 | -2.78 | |
| -0.2130 | -5.01 | |
| 0.9861 | 718.73 | |
| -0.1604 | -5.15 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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