Simplify Exchange Traded Funds Simplify Nasdaq 100 PLUS Downside Convexity ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.9303 | 72.83 | |
| 0.0749 | 6.24 | |
| 1.4522 | 0.12 | |
| 0.0000 | 0.00 | |
| 0.3689 | 0.07 |
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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