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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1099	11.70***
α ARCH Response to squared shocks	0.2374	1.71*
β GARCH Volatility persistence	0.3072	2.91***
ν DF Student-t tail thickness	10.1690	0.40

V-Lab

Nomura Tax-Free USA ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nomura Tax-Free USA ETF Analyses