Simplify US Equity PLUS Managed Futures Strategy ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
0.38%
decreased by 1.13%
1 Week
359,082.07%
increased by 359,080.56%
1 Month
3,445,860,473,089,414,000,000,000,000,000.00%
increased by 3,445,860,473,089,414,000,000,000,000,000.00%
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 | |
|---|---|---|
| 31 | ||
| 0.4932 | 18,267.81 | |
| 0.0006 | 6,290.00 | |
| -0.4788 | -18,416.04 | |
| 0.0000 | 460.00 | |
| 0.0025 | 25,480.00 | |
| 0.0013 | 13,250.00 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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