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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0046	3.51***
α ARCH Response to squared shocks	0.0607	0.00
β GARCH Volatility persistence	0.8473	45.58***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	1.7944	8.97***

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Neuberger Flexible Credit Income ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neuberger Flexible Credit Income ETF Analyses