Simplify Volatility Premium ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.75% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0357 | 3.08 | |
| 0.7734 | 79.73 | |
| 0.2804 | 19.39 | |
| 0.0588 | 14.95 | |
| 1.0000 | 33.12 | |
| 0.0000 | 0.00 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
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