Simplify Interest Rate Hedge ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.35% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0360 | 7.00 | |
| 0.0454 | 9.60 | |
| 0.9908 | 450.16 | |
| 14.3886 | 0.97 |
Estimation Period:
May 11, 2021 to Feb 6, 2026
May 11, 2021 to Feb 6, 2026
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