Simplify Managed Futures Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.83% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1488 | -6.44 | |
| 0.3782 | 11.71 | |
| 0.2719 | 6.42 | |
| -0.1455 | -4.29 |
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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