Simplify MBS ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.99% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0002 | -3.19 | |
| 0.0000 | 0.00 | |
| 0.9999 | 624.18 | |
| -0.1518 | -11.71 |
Estimation Period:
Nov 7, 2023 to Feb 6, 2026
Nov 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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