Opus Small Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.99% (+6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8321 | 3.25 | |
| 0.2447 | 4.94 | |
| 0.6393 | 12.15 | |
| 0.1552 | 0.07 | |
| -3.4081 | -0.86 | |
| 7.4939 | 1.92 | |
| -6.2863 | -1.63 | |
| 6.6836 | 1.93 | |
| -10.0583 | -2.56 | |
| 7.5398 | 1.81 | |
| -2.6337 | -1.07 |
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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