Neuberger Small-Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.22% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6569 | 14.26 | |
| 0.2816 | 10.30 | |
| 0.2141 | 0.48 | |
| 0.1323 | 0.53 | |
| 0.7215 | 1.45 |
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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