Nomura Tax-Free USA ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.70%
increased by 2.25%
1 Week
5.75%
increased by 1.30%
1 Month
5.45%
increased by 1.00%
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 | |
|---|---|---|
| 0.1136 | 9.01 | |
| 0.2514 | 1.85 | |
| 0.2717 | 2.60 | |
| 6.8087 | 0.69 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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