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V-Lab

Simplify US Equity PLUS Managed Futures Strategy ETF GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

26.17%

unchanged at 0.00%

1 Week

26.18%

increased by 0.01%

1 Month

26.19%

increased by 0.02%

Analysis last updated: Friday, July 17, 2026 at 10:27 PM UTC

Date Range:

from

to

6M ·

All

graph of Simplify US Equity PLUS Managed Futures Strategy ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2025 to Jul 17, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0838
0.07
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9694
0.51

Persistence:

0.969

Half-life:

22 days