Neuberger China Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.95% (-5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.2460 | 9.33 | |
| 0.5000 | 26.15 | |
| 0.8757 | 1.44 | |
| 0.3607 | 2.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 16, 2023 to Feb 6, 2026
Oct 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neuberger China Equity ETF Analyses
Other MF2-GARCH Analyses on ETFs