Simplify Managed Futures Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.78% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8241 | 19.99 | |
| 0.1278 | 3.89 | |
| 0.4521 | 13.99 | |
| 6.1686 | 1.02 |
Estimation Period:
Mar 8, 2022 to Feb 6, 2026
Mar 8, 2022 to Feb 6, 2026
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