Overlay Shares Foreign Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.17% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 6.64 | |
| 0.0000 | 0.00 | |
| 0.9160 | 163.39 | |
| 0.1334 | 10.44 |
Estimation Period:
Oct 1, 2019 to Feb 6, 2026
Oct 1, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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