First Trust Horizon Managed Volatility Developed Intl ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.12% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5761 | 10.96 | |
| 0.1033 | 16.63 | |
| 0.9530 | 204.54 | |
| 7.7785 | 3.10 |
Estimation Period:
Aug 26, 2016 to Feb 6, 2026
Aug 26, 2016 to Feb 6, 2026
Other First Trust Horizon Managed Volatility Developed Intl ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs