Neos Russell 2000 High Incom Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1317 | 5.57 | |
| 0.1126 | 1.78 | |
| 0.7873 | 7.83 | |
| 0.1354 | 1.02 |
Estimation Period:
Jun 25, 2024 to Feb 6, 2026
Jun 25, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neos Russell 2000 High Incom Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs