Simplify US Equity PLUS Upside Convexity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.32% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2105 | 6.43 | |
| 0.0699 | 2.11 | |
| 0.8225 | 9.08 | |
| 2.6140 | 5.15 | |
| -4.4638 | -5.98 | |
| 3.0400 | 6.32 | |
| -1.4939 | -2.73 | |
| -0.1557 | -0.13 |
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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