Simplify Treasury Option Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.86% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 9.82 | |
| 0.0866 | 6.92 | |
| 0.8298 | 72.97 | |
| 0.1672 | 6.56 |
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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