Opus Small Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.22% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8604 | 3.30 | |
| 0.2550 | 5.15 | |
| 0.6288 | 11.64 | |
| 0.2835 | 0.14 | |
| -3.6119 | -0.91 | |
| 7.6218 | 1.96 | |
| -6.3953 | -1.66 | |
| 6.8451 | 1.95 | |
| -10.4789 | -2.56 | |
| 8.8197 | 1.87 | |
| -6.5682 | -1.47 |
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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