Skip to main content
V-Lab

Simplify US Equity PLUS QIS ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 24, 2025 at 03:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Simplify US Equity PLUS QIS ETF SGARCH
paramt-stat
ω0.63232.06
α0.00000.00
β0.994113.59
γ1-46.6839-0.65
γ269.45230.77
γ3-73.3309-1.79
γ4151.00373.60
γ5-220.4968-3.70
γ6253.07902.88
γ7-269.2603-2.42
γ8288.09842.72
γ9-363.6570-3.43
Estimation Period:
Nov 14, 2023 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts