Overlay Shares Hedged Large Cap Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.83% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0270 | -2.57 | |
| 0.0905 | 10.11 | |
| 0.9515 | 129.03 | |
| -0.1644 | -17.35 |
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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