Nomura Tax-Free USA ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
6.45%
increased by 1.70%
1 Week
5.96%
increased by 1.21%
1 Month
5.49%
increased by 0.74%
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 | |
|---|---|---|
| 0.0341 | 6.43 | |
| 0.0000 | 0.00 | |
| 0.5703 | 8.67 | |
| 0.2474 | 2.18 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
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