Neuberger Small-Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.78% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9490 | 7.78 | |
| 0.0841 | 1.12 | |
| 0.8166 | 8.11 | |
| -0.0140 | -0.18 |
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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