Simplify PPR SND US Smcp PLS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.47% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2662 | 3.46 | |
| 0.0244 | 1.08 | |
| 0.0947 | 0.40 | |
| 0.0718 | 0.83 |
Estimation Period:
Apr 29, 2025 to Feb 6, 2026
Apr 29, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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