Neuberger Commodity Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.90% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4059 | 7.06 | |
| 0.1476 | 2.38 | |
| 0.5150 | 2.95 | |
| 0.6819 | 3.38 | |
| -0.8727 | -3.25 |
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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