Overlay Shares Small Cap Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.76% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9015 | 5.64 | |
| 0.0899 | 3.99 | |
| 0.8747 | 32.92 | |
| -0.0025 | -0.31 |
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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