Simplify MBS ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.46% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9899 | 359.82 | |
| 0.0126 | 1.51 |
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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