Simplify Macro Strategy ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0129 | -1.16 | |
| 0.2947 | 15.69 | |
| 0.9612 | 188.55 | |
| -0.1638 | -4.81 |
Estimation Period:
May 17, 2022 to May 23, 2025
May 17, 2022 to May 23, 2025
News Impact Curve
Volatility Forecasts
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