ALPS O'Shares U.S. Small-Cap Quality Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.45% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 1.23 | |
| 0.1487 | 25.34 | |
| 0.9802 | 604.66 | |
| -0.1253 | -26.74 |
Estimation Period:
Jan 2, 2017 to Feb 6, 2026
Jan 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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