V-Lab
Simplify US Equity PLUS Managed Futures Strategy ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
26.06%
increased by 3.14%
1 Week
25.01%
increased by 2.09%
1 Month
24.77%
increased by 1.85%
Analysis last updated: Friday, July 24, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2025 to Jul 24, 2026σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0851 | 13.29*** |
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 | 0.2760 | 2.37** |
Persistence:
0.138
Half-life:
0 days
Other Simplify US Equity PLUS Managed Futures Strategy ETF Analyses
Other GJR-GARCH Analyses on ETFs