Simplify Propel Opportunities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.00% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3444 | 26.43 | |
| 0.1080 | 4.64 | |
| 0.0419 | 1.81 | |
| 0.4169 | 2.63 |
Estimation Period:
Feb 8, 2023 to Feb 6, 2026
Feb 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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