Neos Russell 2000 High Incom GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.74% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0859 | 5.41 | |
| 0.0000 | 0.00 | |
| 0.8482 | 57.27 | |
| 0.1609 | 4.89 |
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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