Overlay Shares Small Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.64% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8827 | 4.83 | |
| 0.0898 | 3.94 | |
| 0.8742 | 32.53 | |
| -0.0091 | -0.33 |
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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