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V-Lab

Opus Small Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.22% (-1.42%)
Analysis last updated: Wednesday, February 11, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Opus Small Cap Value ETF SGARCH
paramt-stat
ω0.86043.30
α0.25505.15
β0.628811.64
γ10.28350.14
γ2-3.6119-0.91
γ37.62181.96
γ4-6.3953-1.66
γ56.84511.95
γ6-10.4789-2.56
γ78.81971.87
γ8-6.5682-1.47
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts