Neuberger Berman Bond Return AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.63% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 3.33 | |
| 0.0563 | 5.68 | |
| 0.5360 | 5.26 | |
| 0.3867 | 11.94 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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