Neuberger Option Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.33% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0235 | -2.78 | |
| 0.1357 | 14.90 | |
| 0.7400 | 38.07 | |
| 0.7257 | 14.13 |
Estimation Period:
Jan 29, 2024 to Feb 6, 2026
Jan 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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