Simplify Commod S NO K 1 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.34% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.17 | |
| 0.2744 | 16.58 | |
| 0.9621 | 212.05 | |
| 0.0876 | 5.88 |
Estimation Period:
Mar 28, 2023 to Feb 13, 2026
Mar 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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