NEOS Nasdaq-100 Hedged Equity Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.99% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1987 | 11.64 | |
| 0.1022 | 5.89 | |
| 0.5747 | 27.44 | |
| 0.1840 | 3.20 |
Estimation Period:
Dec 20, 2019 to Feb 13, 2026
Dec 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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