Neuberger Option Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8214 | 3.47 | |
| 0.2566 | 3.22 | |
| 0.5776 | 5.47 | |
| 4.4138 | 1.40 | |
| -9.9644 | -1.87 | |
| 12.6858 | 2.65 |
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 Spline-GARCH Analyses on ETFs