Simplify Short Term Treasury Futures Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.14% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1673 | 8.76 | |
| 0.1266 | 1.55 | |
| 0.5823 | 3.04 | |
| -0.1298 | -1.67 |
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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