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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8341 | 3.41 | |
| 0.2475 | 2.02 | |
| 0.3462 | 1.80 | |
| 1.9475 | 0.46 | |
| -4.0351 | -0.58 | |
| 0.2890 | 0.04 | |
| 9.3088 | 1.27 | |
| -18.2538 | -1.94 | |
| 24.9066 | 2.84 | |
| -25.0604 | -4.03 | |
| 13.4047 | 2.95 |
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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