Nomura Energy Transition ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.66% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1332 | 16.89 | |
| 0.0974 | 8.29 | |
| 0.8200 | 45.38 | |
| 7.2924 | 1.12 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
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