Neuberger Japan Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.29% (+7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2644 | 5.79 | |
| 0.1479 | 5.94 | |
| 0.6355 | 13.39 |
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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