ALPS O'Shares U.S. Small-Cap Quality Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.77% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6271 | 6.79 | |
| 0.1349 | 5.93 | |
| 0.8227 | 30.49 | |
| -0.0102 | -3.68 |
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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