Neuberger Commodity Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.07% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0202 | -2.27 | |
| 0.3631 | 13.97 | |
| 0.7439 | 26.82 | |
| -0.0822 | -3.55 |
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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