Horizon Expedition Plus ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.89% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 3.49 | |
| 0.0000 | 0.00 | |
| 0.8388 | 34.30 | |
| 0.2229 | 4.46 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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