Neos Russell 2000 High Incom Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.06% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9931 | 4.50 | |
| 0.1225 | 1.80 | |
| 0.7600 | 6.87 | |
| -0.4729 | -0.78 |
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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