Overlay Shares Foreign Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.40% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8858 | 3.53 | |
| 0.1226 | 4.42 | |
| 0.8354 | 28.65 | |
| 0.0205 | 0.67 |
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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