Simplify US Equity PLUS Downside Convexity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.97% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2663 | 6.42 | |
| 0.0968 | 1.90 | |
| 0.7202 | 7.17 | |
| 1.0476 | 3.63 | |
| -1.9020 | -4.49 | |
| 1.8632 | 5.35 | |
| -2.2040 | -3.43 |
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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