Nomura Tax-Free USA Short Term ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.50% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 5.47 | |
| 0.1111 | 5.13 | |
| 0.6521 | 11.57 |
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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