Simplify Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.25% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 10.10 | |
| 0.0000 | 0.00 | |
| 0.8608 | 127.22 | |
| 0.2259 | 12.67 |
Estimation Period:
Nov 2, 2021 to Feb 13, 2026
Nov 2, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Hedged Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs