Simplify Macro Strategy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 7.65 | |
| 0.0671 | 5.39 | |
| 0.7841 | 99.47 | |
| 0.2978 | 4.40 |
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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