Nomura Tax-Free USA ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.09%
increased by 1.32%
1 Week
5.63%
increased by 0.86%
1 Month
5.43%
increased by 0.66%
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 | |
|---|---|---|
| 0.0648 | 3.79 | |
| 0.1857 | 5.41 | |
| 0.2469 | 1.89 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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