ALPS O'Shares International Developed Quality Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.90% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 11.33 | |
| 0.0358 | 5.56 | |
| 0.8859 | 173.13 | |
| 0.1081 | 8.69 |
Estimation Period:
Aug 19, 2015 to Feb 13, 2026
Aug 19, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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