Neuberger Japan Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.2390 | 2.10 | |
| 0.1117 | 0.03 | |
| 0.0230 | 0.15 | |
| 0.8694 | 0.23 |
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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