Simplify Treasury Option Income ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.14% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1309 | -9.43 | |
| 0.2885 | 17.73 | |
| 0.9499 | 194.93 | |
| -0.1235 | -7.06 |
Estimation Period:
Oct 28, 2022 to Feb 13, 2026
Oct 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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