Neuberger China Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8926 | 4.94 | |
| 0.2528 | 1.88 | |
| 0.3505 | 1.93 | |
| -1.3519 | -0.29 | |
| 7.3652 | 1.05 | |
| -16.2338 | -3.31 | |
| 19.9428 | 3.11 | |
| -19.9623 | -1.80 |
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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