NEOS Enhanced Income 1-3 Month T-Bill ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.64% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8333 | 3.42 | |
| 0.2454 | 2.02 | |
| 0.3464 | 1.78 | |
| 1.9630 | 0.47 | |
| -4.0473 | -0.58 | |
| 0.2544 | 0.04 | |
| 9.4092 | 1.29 | |
| -18.4649 | -1.97 | |
| 25.3900 | 2.88 | |
| -26.1342 | -3.71 | |
| 15.7328 | 1.43 |
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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