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V-Lab

Simplify Volatility Premium ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.00% (-2.87%)
Analysis last updated: Thursday, February 12, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Simplify Volatility Premium ETF S0GARCH
paramt-stat
ω1.00522.81
α0.22063.58
β0.59017.73
γ13.53210.86
γ2-7.5169-1.33
γ34.81891.12
γ4-0.6251-0.14
γ5-0.0169-0.00
γ62.27150.54
γ72.00310.43
γ8-14.5522-2.72
γ914.03223.47
Estimation Period:
May 13, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts