Simplify US Equity PLUS Managed Futures Strategy ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
27.25%
increased by 3.47%
1 Week
27.40%
increased by 3.62%
1 Month
27.81%
increased by 4.03%
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 | |
|---|---|---|
| 0.0669 | 13.57 | |
| -0.3368 | -5.35 | |
| 0.9433 | 203.03 | |
| -0.0746 | -1.97 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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