Simplify Tail Risk Strategy ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 2.09 | |
| 0.7042 | 49.02 | |
| 0.3748 | 3.35 | |
| 106.9850 |
Estimation Period:
Sep 14, 2021 to Mar 1, 2024
Sep 14, 2021 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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