NEOS Nasdaq-100 Hedged Equity Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.28% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6712 | 5.57 | |
| 0.1818 | 4.42 | |
| 0.6115 | 7.41 | |
| -3.7047 | -2.74 | |
| 6.3407 | 2.99 | |
| -4.3470 | -2.96 | |
| 2.3777 | 1.83 | |
| 0.1247 | 0.13 | |
| -3.3825 | -2.33 | |
| 6.0522 | 1.96 |
Estimation Period:
Dec 20, 2019 to Feb 6, 2026
Dec 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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