Simplify US Equity PLUS Managed Futures Strategy ETF Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.36%
unchanged at 0.00%
1 Week
20.36%
unchanged at 0.00%
1 Month
20.37%
increased by 0.01%
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 | |
|---|---|---|
| 0.9314 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.9999 | 0.01 | |
| -15.6870 | -0.01 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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