Simplify High Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.04% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4772 | 9.21 | |
| 0.2660 | 3.10 | |
| 0.4846 | 5.29 | |
| 0.0827 | 6.89 |
Estimation Period:
Feb 15, 2022 to Feb 6, 2026
Feb 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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