Simplify Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.17% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2862 | 13.62 | |
| 0.1383 | 8.91 | |
| 0.8778 | 98.30 | |
| 7.9418 | 1.87 |
Estimation Period:
Feb 15, 2022 to Feb 13, 2026
Feb 15, 2022 to Feb 13, 2026
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