Neos S&P 500 Hedged EQ Inc ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.39% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 4.65 | |
| 0.0000 | 0.00 | |
| 0.8622 | 34.92 | |
| 0.0922 | 3.53 |
Estimation Period:
Apr 4, 2025 to Feb 6, 2026
Apr 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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