Neos Russell 2000 High Incom EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.37% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 0.12 | |
| 0.0415 | 2.74 | |
| 0.9458 | 48.54 | |
| -0.1838 | -9.55 |
Estimation Period:
Jun 25, 2024 to Feb 13, 2026
Jun 25, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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