Overlay Shares Hedged Large Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.03% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5932 | 5.88 | |
| 0.0653 | 11.74 | |
| 0.9796 | 232.89 | |
| 8.7060 | 1.69 |
Estimation Period:
Jan 18, 2021 to Feb 6, 2026
Jan 18, 2021 to Feb 6, 2026
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