Simplify US Equity PLUS Convexity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.04% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 7.85 | |
| 0.0000 | 0.00 | |
| 0.8916 | 113.03 | |
| 0.1359 | 6.32 |
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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