Simplify Intermediate Term Treasury Futures Strategy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.21% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.26 | |
| 0.0683 | 10.53 | |
| 0.9950 | 579.86 | |
| -0.0396 | -7.18 |
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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