NEOS Nasdaq-100 Hedged Equity Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.84% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5646 | 3.99 | |
| 0.1921 | 4.57 | |
| 0.6259 | 8.15 | |
| -7.4547 | -2.15 | |
| 9.0804 | 1.82 | |
| 0.6330 | 0.21 | |
| -5.1945 | -1.84 | |
| 4.5089 | 1.67 | |
| -2.8864 | -1.20 | |
| 5.0345 | 1.75 | |
| -9.5660 | -1.70 | |
| 9.2735 | 1.31 | |
| -3.8501 | -0.85 |
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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