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V-Lab

Simplify US Equity PLUS Managed Futures Strategy ETF GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

23.13%

unchanged at 0.00%

1 Week

24.49%

increased by 1.36%

1 Month

24.80%

increased by 1.67%

Analysis last updated: Tuesday, July 14, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

All

graph of Simplify US Equity PLUS Managed Futures Strategy ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2025 to Jul 10, 2026
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1229
12.44***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

0.2731
2.26**

Persistence:

0.137

Half-life:

0 days