Simplify US Equity PLUS Managed Futures Strategy ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.22%
decreased by 1.08%
1 Week
18.97%
decreased by 0.33%
1 Month
21.73%
increased by 2.43%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 2.10 | |
| 0.2931 | 5.73 | |
| 0.8534 | 48.72 | |
| -0.2931 | -3.78 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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