ALPS O'Shares U.S. Small-Cap Quality Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.89% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1583 | 9.10 | |
| 0.1117 | 19.83 | |
| 0.9726 | 300.75 | |
| 8.9681 | 3.38 |
Estimation Period:
Jan 2, 2017 to Feb 6, 2026
Jan 2, 2017 to Feb 6, 2026
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