Neos S&P 500 High Income ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.63% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0265 | -2.52 | |
| 0.1115 | 8.00 | |
| 0.9493 | 111.44 | |
| -0.2304 | -15.93 |
Estimation Period:
Aug 30, 2022 to Feb 13, 2026
Aug 30, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Neos S&P 500 High Income ETF Analyses
Other EGARCH Analyses on ETFs