Overlay Shares Small Cap Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.75% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 4.57 | |
| 0.0897 | 21.78 | |
| 0.8770 | 165.67 | |
| 0.7949 | 20.40 |
Estimation Period:
Oct 1, 2019 to Feb 6, 2026
Oct 1, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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