Simplify US Equity PLUS QIS ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6323 | 2.06 | |
| 0.0000 | 0.00 | |
| 0.9941 | 13.59 | |
| -46.6839 | -0.65 | |
| 69.4523 | 0.77 | |
| -73.3309 | -1.79 | |
| 151.0037 | 3.60 | |
| -220.4968 | -3.70 | |
| 253.0790 | 2.88 | |
| -269.2603 | -2.42 | |
| 288.0984 | 2.72 | |
| -363.6570 | -3.43 |
Estimation Period:
Nov 14, 2023 to May 23, 2025
Nov 14, 2023 to May 23, 2025
News Impact Curve
Volatility Forecasts
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