Neuberger China Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.15% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9011 | 4.94 | |
| 0.2471 | 1.91 | |
| 0.3767 | 2.05 | |
| -0.9263 | -0.19 | |
| 6.3587 | 0.89 | |
| -14.3930 | -3.08 | |
| 15.8003 | 3.37 | |
| -8.9061 | -2.73 |
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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