Neos S&P 500 High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.03% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3659 | 5.42 | |
| 0.1761 | 3.56 | |
| 0.7220 | 10.32 | |
| 1.3484 | 4.20 | |
| -1.9206 | -2.73 |
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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