Nomura Tax-Free USA Short Term ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.46% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 1.40 | |
| 0.1279 | 5.26 | |
| 0.6288 | 10.27 | |
| -0.1370 | -2.15 | |
| 1.9649 | 6.39 |
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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