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Simplify Treasury Option Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.79% (+1.11%)
Analysis last updated: Friday, February 13, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Simplify Treasury Option Income ETF S0GARCH
paramt-stat
ω0.94783.40
α0.18903.29
β0.49212.55
γ113.16322.23
γ2-16.5937-1.85
γ36.99461.21
γ4-9.9483-2.29
γ513.84293.54
γ6-15.4725-3.82
γ711.35513.67
Estimation Period:
Oct 28, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts