NEOS Enhanced Income 1-3 Month T-Bill ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.14% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 4.20 | |
| 0.2799 | 7.34 | |
| 0.4387 | 13.57 | |
| 0.0731 | 6.18 |
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Aug 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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