Neos Russell 2000 High Incom GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.97% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3446 | 2.88 | |
| 0.0736 | 4.66 | |
| 0.9321 | 46.41 | |
| 4.3066 | 1.35 |
Estimation Period:
Jun 25, 2024 to Feb 13, 2026
Jun 25, 2024 to Feb 13, 2026
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