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V-Lab

Simplify Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.16% (-0.30%)
Analysis last updated: Wednesday, February 11, 2026 at 11:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Simplify Aggregate Bond ETF S0GARCH
paramt-stat
ω0.94684.56
α0.24193.34
β0.11360.79
γ17.53871.88
γ2-13.9987-2.37
γ313.07233.33
γ4-12.5450-2.58
γ510.90241.77
γ6-10.9380-1.85
γ714.00473.17
γ8-17.9106-5.53
γ914.81206.03
Estimation Period:
Feb 15, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts