Overlay Shares Hedged Large Cap Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.00% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0109 | -3.29 | |
| 0.0852 | 21.63 | |
| 0.8478 | 147.35 | |
| 0.7817 | 21.77 |
Estimation Period:
Jan 18, 2021 to Feb 6, 2026
Jan 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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