Overlay Shares Small Cap Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.82% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 3.80 | |
| 0.1212 | 16.96 | |
| 0.9758 | 298.49 | |
| -0.1036 | -15.03 |
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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