Nomura Energy Transition ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.80% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5726 | 8.20 | |
| 0.1521 | 6.68 | |
| 0.5746 | 12.90 |
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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