Simplify Aggregate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.97% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 12.60 | |
| 0.2006 | 14.34 | |
| 0.6610 | 34.21 |
Estimation Period:
Feb 15, 2022 to Feb 13, 2026
Feb 15, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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