Simplify Volatility Premium ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.12% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 6.45 | |
| 0.1469 | 15.88 | |
| 0.8531 | 108.40 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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