Overlay Shares Small Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.01% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6407 | 8.28 | |
| 0.0893 | 13.02 | |
| 0.9624 | 203.99 | |
| 7.1491 | 2.87 |
Estimation Period:
Oct 1, 2019 to Feb 6, 2026
Oct 1, 2019 to Feb 6, 2026
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