Neuberger Small-Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.63% (+3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8042 | 6.95 | |
| 0.0964 | 1.22 | |
| 0.7334 | 6.62 | |
| -0.5001 | -1.31 |
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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