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V-Lab

Neuberger Core Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.43% (0.00%)
Analysis last updated: Monday, February 9, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Neuberger Core Equity ETF SGARCH
paramt-stat
ω1.42852.69
α0.00000.00
β0.63730.79
γ140.16600.57
γ2-16.6956-0.15
γ3-61.9040-0.88
γ4132.48232.34
γ5-241.1922-4.08
γ6229.69063.78
γ7-99.7297-1.76
γ851.43810.97
γ9-91.3665-2.08
γ10166.24993.07
Estimation Period:
Aug 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts