Neos S&P 500 High Income ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.31% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0473 | -7.37 | |
| 0.1409 | 16.83 | |
| 0.8037 | 94.21 | |
| 0.8107 | 17.70 |
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Aug 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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