Simplify Intermediate Term Treasury Futures Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 0.77 | |
| 0.0082 | 2.64 | |
| 0.9687 | 322.03 | |
| 0.0437 | 4.84 |
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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