Neuberger Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.77% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4733 | 3.58 | |
| 0.1057 | 1.15 | |
| 0.6609 | 3.23 | |
| 24.7342 | 2.46 | |
| -41.8650 | -2.85 | |
| 26.6261 | 3.51 | |
| -11.3789 | -2.67 |
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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