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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9390	7.35***
α ARCH Response to squared shocks	0.2963	2.94***
β GARCH Volatility persistence	0.2207	1.21

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Neuberger Flexible Credit Income ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Neuberger Flexible Credit Income ETF Analyses