Neuberger Japan Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.94% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1972 | 6.94 | |
| 0.1316 | 7.60 | |
| 0.6656 | 26.06 | |
| 0.6370 | 9.34 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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