Neuberger Japan Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.37% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2742 | 6.97 | |
| 0.0306 | 1.70 | |
| 0.6401 | 15.54 | |
| 0.2229 | 2.31 |
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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