Neuberger Berman Bond Return EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.68% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6367 | -4.37 | |
| 0.1403 | 5.34 | |
| 0.7594 | 13.98 | |
| -0.1177 | -4.57 |
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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