Simplify Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.16% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9468 | 4.56 | |
| 0.2419 | 3.34 | |
| 0.1136 | 0.79 | |
| 7.5387 | 1.88 | |
| -13.9987 | -2.37 | |
| 13.0723 | 3.33 | |
| -12.5450 | -2.58 | |
| 10.9024 | 1.77 | |
| -10.9380 | -1.85 | |
| 14.0047 | 3.17 | |
| -17.9106 | -5.53 | |
| 14.8120 | 6.03 |
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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