Nomura Energy Transition ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.98% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3243 | 9.66 | |
| 0.0981 | 6.36 | |
| 0.7181 | 32.01 | |
| 0.8066 | 5.78 |
Estimation Period:
Nov 29, 2023 to Feb 13, 2026
Nov 29, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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