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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Neuberger Flexible Credit Income ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 25, 2024 to Aug 14, 2026

Model 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

ParameterValuet-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