Nomura Tax-Free USA Short Term ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.29% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2900 | 7.04 | |
| 0.1289 | 1.75 | |
| 0.5739 | 3.02 | |
| 0.1567 | 2.11 |
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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