Simplify Short Term Treasury Futures Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.37% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0413 | -6.82 | |
| 0.2617 | 10.12 | |
| 0.9451 | 122.13 | |
| 0.0489 | 3.63 |
Estimation Period:
Nov 15, 2022 to Feb 6, 2026
Nov 15, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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