Simplify US Equity PLUS Convexity ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.15% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 1.69 | |
| 0.1422 | 12.17 | |
| 0.9395 | 145.83 | |
| -0.1356 | -10.63 |
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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