Neuberger Commodity Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.90% (-7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2701 | 12.82 | |
| 0.2441 | 10.57 | |
| 0.4789 | 17.42 | |
| 0.2354 | 3.31 |
Estimation Period:
Oct 24, 2022 to Feb 6, 2026
Oct 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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