Nomura Tax-Free USA Short Term ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.83% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 4.61 | |
| 0.1077 | 5.61 | |
| 0.4031 | 4.72 | |
| -0.0979 | -4.89 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura Tax-Free USA Short Term ETF Analyses
Other AGARCH Analyses on ETFs