Neos S&P 500 High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.83% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 10.45 | |
| 0.0000 | 0.00 | |
| 0.8523 | 99.54 | |
| 0.2330 | 7.99 |
Estimation Period:
Aug 30, 2022 to Feb 13, 2026
Aug 30, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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