Overlay Shares Hedged Large Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.94% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8529 | 101.97 | |
| 0.1757 | 23.39 | |
| 0.0044 | 1.75 | |
| 0.0322 | 2.44 | |
| 0.9600 | 55.92 |
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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