Neuberger Berman Bond Return GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.92% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 4.48 | |
| 0.0000 | 0.00 | |
| 0.6461 | 9.17 | |
| 0.1172 | 3.23 |
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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