Neuberger Disrupters ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.47% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8603 | 65.13 | |
| 0.1371 | 16.27 | |
| 0.5140 | 0.23 | |
| 0.0176 | 0.71 | |
| 0.7466 | 0.72 |
Estimation Period:
Apr 7, 2022 to Feb 6, 2026
Apr 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neuberger Disrupters ETF Analyses
Other MF2-GARCH Analyses on ETFs