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V-Lab

Opus Small Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.99% (+6.62%)
Analysis last updated: Friday, February 6, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Opus Small Cap Value ETF S0GARCH
paramt-stat
ω0.83213.25
α0.24474.94
β0.639312.15
γ10.15520.07
γ2-3.4081-0.86
γ37.49391.92
γ4-6.2863-1.63
γ56.68361.93
γ6-10.0583-2.56
γ77.53981.81
γ8-2.6337-1.07
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts