Nomura Energy Transition ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.44% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6174 | 25.76 | |
| 0.2488 | 17.58 | |
| 0.3919 | 0.28 | |
| 0.2948 | 0.79 | |
| 0.5478 | 0.52 |
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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