First Trust Horizon Managed Volatility Developed Intl ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.68% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 14.78 | |
| 0.1093 | 15.96 | |
| 0.8412 | 101.27 |
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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