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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2025 to Jul 17, 2026Hessian 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
| Parameter | Value | t-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
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