Neuberger Commodity Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.50% (-5.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2713 | 10.12 | |
| 0.1858 | 3.59 | |
| 0.5020 | 16.50 | |
| 0.0794 | 0.93 |
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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