Neuberger Option Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.55% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7657 | 2.70 | |
| 0.2468 | 2.84 | |
| 0.5135 | 3.46 | |
| 7.9591 | 0.49 | |
| -10.0706 | -0.37 | |
| 6.7225 | 0.30 | |
| -23.2140 | -1.12 | |
| 39.1466 | 2.42 | |
| -27.7819 | -3.39 |
Estimation Period:
Jan 29, 2024 to Feb 6, 2026
Jan 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neuberger Option Strategy ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs