Simplify Aggregate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.50% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4242 | 16.13 | |
| 0.1505 | 4.23 | |
| -0.1621 | -4.41 | |
| 0.1300 | 0.49 | |
| 0.5041 | 0.54 | |
| 0.1333 | 0.08 |
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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