Nomura Energy Transition ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.41% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4593 | 9.30 | |
| 0.0462 | 2.07 | |
| 0.6622 | 21.87 | |
| 0.1467 | 2.44 |
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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