Simplify Managed Futures Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.76% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1166 | 9.03 | |
| 0.2241 | 2.08 | |
| 0.0655 | 0.63 | |
| 0.0625 | 1.10 |
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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