Neos S&P 500 High Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.82% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9586 | 3.74 | |
| 0.1424 | 21.95 | |
| 0.9789 | 188.79 | |
| 4.4397 | 8.34 |
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Aug 30, 2022 to Feb 6, 2026
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