Overlay Shares Foreign Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.38% (+6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8052 | 3.73 | |
| 0.1222 | 4.34 | |
| 0.8366 | 28.49 | |
| -0.0115 | -1.11 |
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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