Nomura Tax-Free USA Short Term ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.59% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9624 | -5.07 | |
| 0.2424 | 6.08 | |
| 0.7862 | 18.88 | |
| -0.0134 | -0.35 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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