Overlay Shares Foreign Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.31% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9893 | 6.88 | |
| 0.1019 | 13.97 | |
| 0.9630 | 196.89 | |
| 6.5306 | 3.28 |
Estimation Period:
Oct 1, 2019 to Feb 6, 2026
Oct 1, 2019 to Feb 6, 2026
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