Simplify Short Term Treasury Futures Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.00% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0219 | 9.51 | |
| 0.9652 | 134.42 | |
| -0.0219 | -4.04 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9984 | 227.99 |
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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