Skip to main content
V-Lab

Simplify MKT NT EQ Long Shrt Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 24, 2025 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Simplify MKT NT EQ Long Shrt S0GARCH
paramt-stat
ω0.60343.60
α0.02090.54
β0.00540.00
γ15.91650.29
γ29.09390.22
γ3-58.1467-1.12
γ476.75341.54
γ5-45.6386-1.49
γ68.91040.46
γ729.50221.56
γ8-55.0339-2.82
γ936.54282.50
Estimation Period:
Jun 14, 2023 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts