Simplify US Equity PLUS Downside Convexity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.18% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9120 | 14.42 | |
| 0.0867 | 12.66 | |
| 0.9562 | 241.28 | |
| 10.2570 | 1.93 |
Estimation Period:
Sep 7, 2020 to Feb 6, 2026
Sep 7, 2020 to Feb 6, 2026
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