NEOS Enhanced Income 1-3 Month T-Bill ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.13% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 13.54 | |
| 0.0948 | 3.64 | |
| 0.2628 | 9.33 | |
| 1.0000 | 7.36 |
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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