Simplify National Muni Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.96% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 3.20 | |
| 0.2125 | 2.05 | |
| 0.2145 | 1.19 | |
| -47.3114 | -2.62 | |
| 64.4708 | 2.63 | |
| -38.2927 | -2.83 | |
| 26.5907 | 1.69 | |
| -0.5264 | -0.05 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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