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NEOS Enhanced Income 1-3 Month T-Bill ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.64% (+0.17%)
Analysis last updated: Friday, February 6, 2026 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NEOS Enhanced Income 1-3 Month T-Bill ETF SGARCH
paramt-stat
ω0.83333.42
α0.24542.02
β0.34641.78
γ11.96300.47
γ2-4.0473-0.58
γ30.25440.04
γ49.40921.29
γ5-18.4649-1.97
γ625.39002.88
γ7-26.1342-3.71
γ815.73281.43
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts