Simplify Macro Strategy ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2694 | 2.22 | |
| 0.2472 | 3.84 | |
| 0.7258 | 16.76 | |
| 0.3572 | 0.89 |
Estimation Period:
May 17, 2022 to May 23, 2025
May 17, 2022 to May 23, 2025
News Impact Curve
Volatility Forecasts
Other Simplify Macro Strategy ETF Analyses
Other Spline-GARCH Analyses on ETFs