Simplify Volatility Premium ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.23% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 2.25 | |
| 0.0000 | 0.00 | |
| 0.9445 | 172.86 | |
| 0.1061 | 9.30 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
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