Opus Small Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.42% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0125 | -3.14 | |
| 0.1527 | 24.45 | |
| 0.8584 | 239.12 | |
| 0.4145 | 7.05 |
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Jul 18, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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