Neuberger Flexible Credit Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
4.68%
increased by 1.04%
1 Week
4.32%
increased by 0.68%
1 Month
4.18%
increased by 0.54%
Analysis last updated: Friday, June 12, 2026 at 11:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 20.82 | |
| 0.2152 | 4.40 | |
| 0.0000 | 0.00 | |
| 0.3248 | 2.07 |
Estimation Period:
Jun 25, 2024 to Jun 5, 2026
Jun 25, 2024 to Jun 5, 2026
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