Simplify MBS ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:2.19% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 6.16 | |
| 0.1051 | 6.85 | |
| 0.8618 | 88.71 | |
| 0.0330 | 1.24 |
Estimation Period:
Nov 7, 2023 to Feb 13, 2026
Nov 7, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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