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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1438	-10.22***
α ARCH Response to squared shocks	0.1099	7.07***
β GARCH Volatility persistence	0.9469	98.52***
γ leverage Additional response to negative shocks	-0.1591	-9.11***

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Neuberger Flexible Credit Income ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neuberger Flexible Credit Income ETF Analyses