Simplify US Equity PLUS Managed Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.22%
unchanged at 0.00%
1 Week
27.22%
unchanged at 0.00%
1 Month
27.22%
unchanged at 0.00%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8994 | 4.65 | |
| 0.0000 | 0.00 | |
| 0.9497 | 9.63 | |
| -1.3168 | -0.93 |
Estimation Period:
Dec 9, 2025 to Jun 12, 2026
Dec 9, 2025 to Jun 12, 2026
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