Simplify Managed Futures Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.04% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6420 | 34.54 | |
| 0.0383 | 2.75 | |
| 0.0421 | 2.84 | |
| 0.3047 | 3.32 |
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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