Neos Msci Eafe High Incm ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.52% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4150 | 7.43 | |
| 0.1884 | 1.21 | |
| 0.0000 | 0.00 | |
| 0.3398 | 0.70 |
Estimation Period:
Sep 17, 2025 to Feb 6, 2026
Sep 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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