Neuberger Small-Mid Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.24% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 6.08 | |
| 0.0800 | 5.20 | |
| 0.8424 | 39.31 | |
| 0.3089 | 6.03 |
Estimation Period:
Mar 21, 2024 to Feb 6, 2026
Mar 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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