Simplify Volatility Premium ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.00% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0052 | 2.81 | |
| 0.2206 | 3.58 | |
| 0.5901 | 7.73 | |
| 3.5321 | 0.86 | |
| -7.5169 | -1.33 | |
| 4.8189 | 1.12 | |
| -0.6251 | -0.14 | |
| -0.0169 | -0.00 | |
| 2.2715 | 0.54 | |
| 2.0031 | 0.43 | |
| -14.5522 | -2.72 | |
| 14.0322 | 3.47 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
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