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{type} for {date}

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	param	t-stat
$ω$	0.9519	2.33
$α$	0.0000	0.00
$β$	0.9068	3.78
$γ_{1}$	-5.7012	-1.50
$γ_{2}$	9.2883	1.89
$γ_{3}$	-6.9138	-3.32
$γ_{4}$	5.3463	4.01

V-Lab

Simplify MBS ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.26% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Simplify MBS ETF Analyses