Neuberger Japan Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.79% (+7.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9955 | 4.55 | |
| 0.1489 | 1.47 | |
| 0.6335 | 3.33 | |
| 0.1681 | 0.20 |
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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