Simplify MBS ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.34% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.18 | |
| -0.0428 | -0.27 | |
| 0.9999 | 9,999,320.00 | |
| -0.0422 | -7.20 |
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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