Simplify US Equity PLUS Convexity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.72% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1017 | 6.03 | |
| 0.0855 | 2.23 | |
| 0.8166 | 11.75 | |
| 0.8313 | 2.55 | |
| -1.6245 | -3.25 | |
| 1.8556 | 4.14 | |
| -2.6651 | -3.14 |
Estimation Period:
Sep 7, 2020 to Feb 13, 2026
Sep 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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