Overlay Shares Small Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.78% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8024 | 67.96 | |
| 0.1423 | 21.64 | |
| 1.8386 | 0.11 | |
| 0.1963 | 0.11 | |
| 0.0000 | 0.00 |
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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