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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0644	5.56***
β GARCH Volatility persistence	0.8503	45.89***
γ leverage Additional response to negative shocks	0.2699	9.04***

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Neuberger Flexible Credit Income ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neuberger Flexible Credit Income ETF Analyses