Neuberger Small-Mid Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.33% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2186 | 5.81 | |
| 0.0502 | 5.18 | |
| 0.9318 | 60.03 | |
| 6.9033 | 0.64 |
Estimation Period:
Mar 21, 2024 to Feb 6, 2026
Mar 21, 2024 to Feb 6, 2026
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