Neos Gold High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.04% (-5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 3.59 | |
| 0.3242 | 4.15 | |
| 0.7506 | 23.55 | |
| -0.1841 | -1.71 |
Estimation Period:
Jun 5, 2025 to Feb 6, 2026
Jun 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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