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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9167	4.97***
α ARCH Response to squared shocks	0.3181	2.37**
β GARCH Volatility persistence	0.0138	0.12

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Neuberger Flexible Credit Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neuberger Flexible Credit Income ETF Analyses