Nomura Energy Transition ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.59% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0773 | 8.27 | |
| 0.1496 | 1.66 | |
| 0.5899 | 3.42 | |
| 0.0548 | 1.00 |
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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