Neuberger Option Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.15% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 8.30 | |
| 0.0000 | 0.00 | |
| 0.6583 | 21.37 | |
| 0.3783 | 6.73 |
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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