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V-Lab

NBI Active U.S. Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.66% (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 SGARCH
paramt-stat
ω0.90831.97
α0.00000.00
β0.94535.20
γ1-1.9714-0.28
γ26.43150.59
γ3-11.1000-1.50
γ48.43091.47
γ50.98540.19
γ6-4.0304-0.85
γ70.31090.08
γ86.19141.75
γ9-14.5077-3.36
γ1018.36803.36
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts