Simplify Aggregate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.19% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 12.62 | |
| 0.2082 | 14.09 | |
| 0.6322 | 28.85 | |
| -0.0226 | -0.84 |
Estimation Period:
Feb 15, 2022 to Feb 6, 2026
Feb 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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