Neuberger Berman Bond Return GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.19% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 9.97 | |
| 0.0280 | 5.03 | |
| 0.9990 | 520.04 | |
| 6.4714 | 3.06 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
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