Simplify US Equity PLUS Managed Futures Strategy ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.01%
decreased by 0.04%
1 Week
26.09%
increased by 0.04%
1 Month
26.32%
increased by 0.27%
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 | |
|---|---|---|
| 0.0688 | 7.63 | |
| 0.0066 | 0.75 | |
| 0.9432 | 59.18 | |
| 1.0000 | 93.54 | |
| 0.5024 | 1.75 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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