Simplify Aggregate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.24% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 12.64 | |
| 0.1899 | 9.20 | |
| 0.6713 | 36.41 | |
| 0.0137 | 0.35 |
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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