Neuberger Small-Mid Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.53% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 0.34 | |
| 0.0673 | 4.83 | |
| 0.9719 | 83.68 | |
| -0.1130 | -6.53 |
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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