Overlay Shares Large Cap Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.06% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0542 | 9.89 | |
| 0.1283 | 19.75 | |
| 0.8476 | 102.63 |
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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