Simplify Treasury Option Income ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.65% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 5.49 | |
| 0.2064 | 11.80 | |
| 0.7918 | 57.66 |
Estimation Period:
Oct 28, 2022 to Feb 6, 2026
Oct 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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