Overlay Shares Large Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.58% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 6.63 | |
| 0.0000 | 0.00 | |
| 0.8982 | 119.36 | |
| 0.1564 | 10.08 |
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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