Neuberger China Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.99% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0243 | 7.85 | |
| 0.1818 | 6.26 | |
| 0.7483 | 28.98 | |
| 4.2148 | 2.86 |
Estimation Period:
Oct 16, 2023 to Feb 6, 2026
Oct 16, 2023 to Feb 6, 2026
Other Neuberger China Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs