Simplify Hedged Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.04% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0267 | -15.45 | |
| 0.0863 | 25.62 | |
| 0.8664 | 182.02 | |
| 0.7220 | 32.24 |
Estimation Period:
Nov 2, 2021 to Feb 13, 2026
Nov 2, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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