Simplify Short Term Treasury Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.68% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1256 | 7.34 | |
| 0.1331 | 1.67 | |
| 0.5976 | 3.46 | |
| -0.3198 | -1.69 | |
| 0.5392 | 2.20 |
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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