Simplify Treasury Option Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.61% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6806 | 3.65 | |
| 0.2098 | 3.69 | |
| 0.5503 | 3.54 | |
| 3.5873 | 2.23 | |
| -5.1612 | -2.32 | |
| 2.4531 | 1.92 | |
| -4.0347 | -1.88 |
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 Spline-GARCH Analyses on ETFs