Simplify Interest Rate Hedge ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.79% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9071 | 4.86 | |
| 0.0447 | 4.39 | |
| 0.9466 | 68.01 | |
| -0.0144 | -0.78 |
Estimation Period:
May 11, 2021 to Feb 6, 2026
May 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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