Simplify Interest Rate Hedge ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:29.54% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7354 | 5.22 | |
| 0.0469 | 3.99 | |
| 0.9338 | 46.03 | |
| -0.1083 | -1.76 |
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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