Simplify MBS ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.22% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2469 | 6.97 | |
| 0.0139 | 0.46 | |
| 0.8440 | 3.49 | |
| -0.2550 | -1.40 |
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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