Overlay Shares Foreign Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.73% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7659 | 80.24 | |
| 0.2205 | 22.96 | |
| 0.0126 | 2.61 | |
| 0.0560 | 3.73 | |
| 0.9305 | 51.02 |
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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