Overlay Shares Hedged Large Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.92% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 9.50 | |
| 0.0000 | 0.00 | |
| 0.8658 | 131.61 | |
| 0.1907 | 10.70 |
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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