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NEOS Nasdaq-100 Hedged Equity Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.84% (-1.81%)
Analysis last updated: Friday, February 13, 2026 at 11:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of NEOS Nasdaq-100 Hedged Equity Income ETF S0GARCH
paramt-stat
ω0.56463.99
α0.19214.57
β0.62598.15
γ1-7.4547-2.15
γ29.08041.82
γ30.63300.21
γ4-5.1945-1.84
γ54.50891.67
γ6-2.8864-1.20
γ75.03451.75
γ8-9.5660-1.70
γ99.27351.31
γ10-3.8501-0.85
Estimation Period:
Dec 20, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts