Simplify Intermediate Term Treasury Futures Strategy ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.37% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 4.04 | |
| 0.0381 | 12.58 | |
| 0.9591 | 281.50 |
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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