Neuberger Japan Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.13% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 2.18 | |
| 0.2308 | 9.45 | |
| 0.8365 | 26.89 | |
| -0.1571 | -6.50 |
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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