ALPS O'Shares U.S. Small-Cap Quality Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.09% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0138 | -5.97 | |
| 0.0983 | 28.47 | |
| 0.8831 | 252.10 | |
| 0.6571 | 28.25 |
Estimation Period:
Jan 2, 2017 to Feb 6, 2026
Jan 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ALPS O'Shares U.S. Small-Cap Quality Dividend ETF Analyses
Other AGARCH Analyses on ETFs