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V-Lab

NBI Active U.S. Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.72% (0.00%)
Analysis last updated: Wednesday, February 11, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NBI Active U.S. Equity ETF S0GARCH
paramt-stat
ω0.90991.98
α0.00000.00
β0.94485.22
γ1-1.8496-0.27
γ26.19100.57
γ3-10.8616-1.47
γ48.20431.44
γ51.19880.23
γ6-4.2921-0.90
γ70.76470.21
γ85.19001.55
γ9-11.7507-3.24
γ1010.39733.78
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts