Neuberger Core Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.48% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 4.12 | |
| 0.0000 | 0.00 | |
| 0.8468 | 43.14 | |
| 0.1974 | 3.70 |
Estimation Period:
Aug 1, 2024 to Feb 6, 2026
Aug 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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