Neuberger China Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.72% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6572 | 8.68 | |
| 0.2409 | 4.00 | |
| 0.4184 | 10.46 | |
| 0.0417 | 0.36 |
Estimation Period:
Oct 16, 2023 to Feb 6, 2026
Oct 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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