Neuberger Commodity Strategy ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.14% (-3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2524 | 8.07 | |
| 0.2129 | 10.34 | |
| 0.5319 | 15.48 |
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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