Overlay Shares Small Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.82% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0859 | 10.38 | |
| 0.0037 | 1.29 | |
| 0.9035 | 223.35 | |
| 0.1246 | 12.02 |
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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