Simplify Vettafi PVT Strateg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.74% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1336 | 3.57 | |
| 0.2869 | 1.55 | |
| 0.5460 | 2.22 | |
| 1.9718 | 0.37 |
Estimation Period:
Sep 23, 2025 to Feb 6, 2026
Sep 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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