Neuberger Small-Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.18% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 3.34 | |
| 0.0000 | 0.00 | |
| 0.8742 | 44.76 | |
| 0.1156 | 2.25 |
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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