Neuberger Berman Bond Return Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.70% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9604 | 4.49 | |
| 0.0101 | 0.18 | |
| 0.4440 | 0.25 | |
| -4.9221 | -1.71 | |
| 9.0738 | 1.58 |
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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