Simplify Managed Futures Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.13% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5641 | 26.41 | |
| 0.2104 | 8.29 | |
| 0.1028 | 3.50 | |
| 0.2802 | 5.95 |
Estimation Period:
Mar 8, 2022 to Feb 6, 2026
Mar 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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