Simplify Volatility Premium ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.80% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0309 | -6.28 | |
| 0.1056 | 15.82 | |
| 0.8948 | 145.62 | |
| 0.7040 | 13.76 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
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