Skip to main content
V-Lab

NEOS Nasdaq-100 Hedged Equity Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.28% (-1.42%)
Analysis last updated: Wednesday, February 11, 2026 at 11:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of NEOS Nasdaq-100 Hedged Equity Income ETF SGARCH
paramt-stat
ω0.67125.57
α0.18184.42
β0.61157.41
γ1-3.7047-2.74
γ26.34072.99
γ3-4.3470-2.96
γ42.37771.83
γ50.12470.13
γ6-3.3825-2.33
γ76.05221.96
Estimation Period:
Dec 20, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts