Simplify Short Term Treasury Futures Strategy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.47% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5295 | 7.78 | |
| 0.0525 | 17.71 | |
| 0.9957 | 1,313.65 | |
| 5.4695 | 8.49 |
Estimation Period:
Nov 15, 2022 to Feb 13, 2026
Nov 15, 2022 to Feb 13, 2026
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