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NEOS Enhanced Income 1-3 Month T-Bill ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.31% (-0.06%)
Analysis last updated: Monday, February 9, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NEOS Enhanced Income 1-3 Month T-Bill ETF S0GARCH
paramt-stat
ω0.83413.41
α0.24752.02
β0.34621.80
γ11.94750.46
γ2-4.0351-0.58
γ30.28900.04
γ49.30881.27
γ5-18.2538-1.94
γ624.90662.84
γ7-25.0604-4.03
γ813.40472.95
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts