Nomura Tax-Free USA ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
3.23%
decreased by 0.16%
1 Week
3.61%
increased by 0.22%
1 Month
3.70%
increased by 0.31%
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 | |
|---|---|---|
| 56 | ||
| 0.5000 | 25.64 | |
| 0.0000 | 0.00 | |
| -0.5000 | -25.73 | |
| 0.0338 | 2.07 | |
| 0.0000 | 0.00 | |
| 0.3882 | 1.79 |
Estimation Period:
Jan 13, 2026 to Jul 2, 2026
Jan 13, 2026 to Jul 2, 2026
Other Nomura Tax-Free USA ETF Analyses
Other MF2-GARCH Analyses on ETFs