My husband is on the E2 Visa and I am a dependent. I started my own small business nine months ago ( as I had a working permit). My daughter, 9 years old, is Us citizen. If we will divorce, do I have to change Visa? Is it sufficient do I have a small business in the Us to obtain a new Visa?
You would need to get a new status independent of your husband, once you are divorced. It might be possible for you to get your own E-2 status as a business owner, depending on your nationality and the size of your business. You should speak with an immigration lawyer to analyze your options.
Another thing to remember is that you must change your status BEFORE you get divorced. Otherwise, the Service will allege that you lost any status you had the minute you got a divorce. If you can demonstrate the investment into the 'small business' and it qualifies, independently, as an E business then by all means apply for a change of status so you can get divorced freely. I don't think your daughter changes this equation.