Neos Russell 2000 High Incom AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.19% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0238 | -2.58 | |
| 0.0823 | 12.32 | |
| 0.8685 | 82.89 | |
| 1.0350 | 20.77 |
Estimation Period:
Jun 25, 2024 to Feb 6, 2026
Jun 25, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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