Overlay Shares Large Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.83% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9384 | 3.29 | |
| 0.1362 | 5.03 | |
| 0.8423 | 24.43 | |
| -0.0045 | -0.12 |
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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