Simplify Volatility Premium ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.69% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1345 | 5.82 | |
| 0.1406 | 44.72 | |
| 0.9950 | 1,437.88 | |
| 4.5534 | 14.91 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
Other Simplify Volatility Premium ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs