Simplify Intermediate Term Treasury Futures Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.37% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0450 | 2.61 | |
| 0.6876 | 18.67 | |
| -0.0017 | -0.19 | |
| 0.0000 | 0.00 | |
| 0.3306 | 2.30 | |
| 0.6462 | 6.96 |
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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