First Trust Horizon Managed Volatility Developed Intl ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.64% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 11.96 | |
| 0.0452 | 5.44 | |
| 0.8708 | 122.78 | |
| 0.0817 | 5.38 |
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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