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	param	t-stat
$m$	46
$α$	0.3421	17.22
$β$	0.5652	23.40
$γ$	-0.2453	-9.80
$λ_{1}$	0.0098	0.07
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

Nomura Tax-Free USA Short Term ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.38% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Tax-Free USA Short Term ETF Analyses