ALPS O'Shares U.S. Small-Cap Quality Dividend ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.63% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 16.03 | |
| 0.1235 | 24.04 | |
| 0.8545 | 159.03 |
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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