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	param	t-stat
$ω$	0.0235	21.36
$α$	0.3570	4.48
$β$	0.0000	0.00
$γ$	0.0183	0.10

V-Lab

Neuberger Berman Shrt DUR IN GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.44% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neuberger Berman Shrt DUR IN Analyses