Simplify Aggregate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.29% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7369 | 8.44 | |
| 0.1988 | 3.61 | |
| 0.5892 | 6.02 | |
| -0.1812 | -3.18 |
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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