Simplify Intermediate Term Treasury Futures Strategy ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.12% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0052 | -5.38 | |
| 0.0258 | 12.21 | |
| 0.9738 | 419.94 | |
| 0.4273 | 15.91 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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