Simplify Managed Futures Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.52% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0325 | 3.94 | |
| 0.0316 | 1.45 | |
| 0.4123 | 13.47 | |
| 0.4109 | 0.05 | |
| 0.0625 | 0.05 | |
| 0.4408 | 0.04 |
Estimation Period:
Mar 8, 2022 to Feb 6, 2026
Mar 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Managed Futures Strategy ETF Analyses
Other MF2-GARCH Analyses on ETFs