Model: Y = theta_0 + X*theta_1 + (X^2)*theta_2 + epsilon

Design:

Y | 4, 3, 2, 3, 8

X |-2,-1,0, 1, 2

Now the question asks to compute the Covariance Matrix of the standard LSE. I've managed to start the question and found that theta hat = (2, 0.8, 1)^T and here is where Im stuck. I dont know how to go about computing the Covariance Matrix. Any hints from anyone would be amazing! Thank you