NEOS Enhanced Income 1-3 Month T-Bill ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.62% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2095 | -4.18 | |
| 0.0639 | 6.14 | |
| 0.9475 | 64.66 | |
| -0.2541 | -10.01 |
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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