Neuberger Core Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4285 | 2.69 | |
| 0.0000 | 0.00 | |
| 0.6373 | 0.79 | |
| 40.1660 | 0.57 | |
| -16.6956 | -0.15 | |
| -61.9040 | -0.88 | |
| 132.4823 | 2.34 | |
| -241.1922 | -4.08 | |
| 229.6906 | 3.78 | |
| -99.7297 | -1.76 | |
| 51.4381 | 0.97 | |
| -91.3665 | -2.08 | |
| 166.2499 | 3.07 |
Estimation Period:
Aug 1, 2024 to Feb 6, 2026
Aug 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neuberger Core Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs