Neuberger Flexible Credit Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.34%
decreased by 0.07%
1 Week
3.92%
increased by 0.51%
1 Month
4.11%
increased by 0.70%
Analysis last updated: Friday, May 22, 2026 at 10:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 20.68 | |
| 0.2164 | 4.40 | |
| 0.0000 | 0.00 | |
| 0.3264 | 2.08 |
Estimation Period:
Jun 25, 2024 to May 22, 2026
Jun 25, 2024 to May 22, 2026
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