Simplify Hedged Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2045 | 6.47 | |
| 0.1189 | 3.44 | |
| 0.8181 | 18.07 | |
| 0.0255 | 1.28 |
Estimation Period:
Nov 2, 2021 to Feb 6, 2026
Nov 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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