Nomura Energy Transition ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.82% (+4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 5.68 | |
| 0.2173 | 7.21 | |
| 0.8618 | 52.00 | |
| -0.1250 | -5.88 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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