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	param	t-stat
$ω$	1.2038	5.88
$α$	0.1158	1.63
$β$	0.5775	2.77
$γ_{1}$	-0.0039	-0.01

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:1.21% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Tax-Free USA Short Term ETF Analyses