Simplify Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.19% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2778 | 5.71 | |
| 0.1194 | 3.46 | |
| 0.8187 | 18.40 | |
| 0.0621 | 1.01 |
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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