Neuberger Berman Shrt DUR IN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.16% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5726 | 1.75 | |
| 0.0985 | 18.91 | |
| 0.9483 | 33.50 | |
| 2.0331 | 180.02 |
Estimation Period:
Jun 24, 2024 to Feb 6, 2026
Jun 24, 2024 to Feb 6, 2026
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