Simplify Interest Rate Hedge ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 7.27 | |
| 0.0660 | 22.75 | |
| 0.9208 | 270.50 | |
| -0.3658 | -3.63 |
Estimation Period:
May 11, 2021 to Feb 6, 2026
May 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Interest Rate Hedge ETF Analyses
Other AGARCH Analyses on ETFs