Simplify Intermediate Term Treasury Futures Strategy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.69% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0898 | 6.85 | |
| 0.0123 | 1.47 | |
| 0.9720 | 53.07 | |
| -0.1454 | -3.49 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplify Intermediate Term Treasury Futures Strategy ETF Analyses
Other Spline-GARCH Analyses on ETFs