Simplify Hedged Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.91% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0645 | -7.70 | |
| 0.0603 | 6.78 | |
| 0.9454 | 91.76 | |
| -0.2418 | -37.23 |
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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