First Trust Horizon Managed Volatility Developed Intl ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.33% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0186 | -7.48 | |
| 0.1757 | 15.39 | |
| 0.9626 | 349.78 | |
| -0.0834 | -9.14 |
Estimation Period:
Aug 26, 2016 to Feb 6, 2026
Aug 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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