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	param	t-stat
$m$	21
$α$	0.5000	11.04
$β$	0.7480	46.91
$γ$	-0.5000	-8.23
$λ_{1}$	10.0000	1.78
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9521	11.53

V-Lab

Simplify US Equity PLUS Managed Futures Strategy ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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