Simplify Commod S NO K 1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.31% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 7.55 | |
| 0.2490 | 13.08 | |
| 0.8306 | 91.13 | |
| -0.1750 | -6.61 |
Estimation Period:
Mar 28, 2023 to Feb 6, 2026
Mar 28, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Commod S NO K 1 ETF Analyses
Other GJR-GARCH Analyses on ETFs