Neuberger Disrupters ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.04% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 6.30 | |
| 0.0000 | 0.00 | |
| 0.9041 | 144.99 | |
| 0.1185 | 7.23 |
Estimation Period:
Apr 7, 2022 to Feb 6, 2026
Apr 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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