Opus Small Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.66% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 0.58 | |
| 0.2117 | 21.74 | |
| 0.9335 | 82.25 | |
| -0.1480 | -10.85 |
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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