Simplify Intermediate Term Treasury Futures Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.74% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7804 | 8.86 | |
| 0.0450 | 1.99 | |
| 0.8502 | 10.11 | |
| -0.4634 | -5.98 | |
| 0.6398 | 6.54 |
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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