Simplify Interest Rate Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.70% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 2.71 | |
| 0.0462 | 7.46 | |
| 0.9708 | 447.16 | |
| -0.0455 | -6.33 |
Estimation Period:
May 11, 2021 to Feb 13, 2026
May 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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