Simplify US Equity PLUS Downside Convexity ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.65% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -0.20 | |
| 0.0954 | 18.36 | |
| 0.8288 | 129.85 | |
| 0.8666 | 17.63 |
Estimation Period:
Sep 7, 2020 to Feb 6, 2026
Sep 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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