Nomura Energy Transition ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.72% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3097 | 4.92 | |
| 0.1510 | 1.57 | |
| 0.4744 | 1.71 | |
| 2.9567 | 2.03 | |
| -5.5292 | -2.53 | |
| 7.1679 | 3.91 |
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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