Simplify Short Term Treasury Futures Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.66% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 8.57 | |
| 0.1661 | 6.28 | |
| 0.8001 | 50.47 | |
| -0.0625 | -2.10 |
Estimation Period:
Nov 15, 2022 to Feb 13, 2026
Nov 15, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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