Simplify Exchange Traded Funds Simplify Nasdaq 100 PLUS Downside Convexity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 1.29 | |
| 0.0772 | 8.06 | |
| 0.9490 | 113.68 | |
| -0.1479 | -11.41 |
Estimation Period:
Dec 11, 2020 to Apr 28, 2023
Dec 11, 2020 to Apr 28, 2023
News Impact Curve
Volatility Forecasts
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