Simplify Treasury Option Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.79% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9478 | 3.40 | |
| 0.1890 | 3.29 | |
| 0.4921 | 2.55 | |
| 13.1632 | 2.23 | |
| -16.5937 | -1.85 | |
| 6.9946 | 1.21 | |
| -9.9483 | -2.29 | |
| 13.8429 | 3.54 | |
| -15.4725 | -3.82 | |
| 11.3551 | 3.67 |
Estimation Period:
Oct 28, 2022 to Feb 13, 2026
Oct 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Treasury Option Income ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs