Simplify Managed Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.23% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0490 | 9.84 | |
| 0.2245 | 2.15 | |
| 0.1573 | 1.10 | |
| 0.0121 | 1.03 |
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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