Overlay Shares Hedged Large Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.92% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8613 | 4.77 | |
| 0.0901 | 2.51 | |
| 0.8322 | 14.99 | |
| -0.2904 | -2.24 | |
| 0.5212 | 2.32 |
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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