Neos S&P 500 High Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.03% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2013 | 5.31 | |
| 0.1714 | 3.47 | |
| 0.7374 | 10.63 | |
| 1.1087 | 5.31 | |
| -1.3493 | -5.05 |
Estimation Period:
Aug 30, 2022 to Feb 6, 2026
Aug 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neos S&P 500 High Income ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs