Nomura Tax-Free USA Short Term ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.66% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 3.37 | |
| 0.1412 | 6.52 | |
| 0.8573 | 20.42 | |
| 2.9634 | 5.49 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
Other Nomura Tax-Free USA Short Term ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs