Simplify Volatility Premium ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.48% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 0.98 | |
| 0.0709 | 9.43 | |
| 0.9880 | 304.83 | |
| -0.1697 | -19.22 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
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