Simplify Volatility Premium ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.92% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0351 | 3.04 | |
| 0.7745 | 79.80 | |
| 0.2774 | 19.30 | |
| 0.0570 | 14.90 | |
| 1.0000 | 33.50 | |
| 0.0000 | 0.00 |
Estimation Period:
May 13, 2021 to Feb 13, 2026
May 13, 2021 to Feb 13, 2026
News Impact Curve
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