Neuberger Japan Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.49% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2071 | 8.07 | |
| 0.1025 | 3.24 | |
| 0.7359 | 21.83 | |
| 5.7295 | 0.73 |
Estimation Period:
Sep 12, 2024 to Feb 13, 2026
Sep 12, 2024 to Feb 13, 2026
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