V-Lab
Neuberger Flexible Credit Income ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
2.79%
decreased by 0.34%
1 Week
3.17%
increased by 0.04%
1 Month
3.35%
increased by 0.22%
Analysis last updated: Saturday, August 15, 2026 at 02:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 25, 2024 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0222 | 12.03*** |
α ARCH Response to squared shocks | 0.2966 | 11.43*** |
β GARCH Volatility persistence | 0.2215 | 4.83*** |
Persistence:
0.518
Half-life:
1 days
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