ALPS O'Shares U.S. Small-Cap Quality Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.04% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5615 | 5.57 | |
| 0.1351 | 5.77 | |
| 0.8164 | 27.98 | |
| -0.0250 | -1.96 |
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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