Neuberger Commodity Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.79% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4240 | 5.02 | |
| 0.1121 | 1.89 | |
| 0.3951 | 1.22 | |
| 1.4298 | 0.89 | |
| -1.4869 | -0.65 | |
| 1.6698 | 1.01 | |
| -5.1869 | -2.22 | |
| 12.8424 | 3.68 |
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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