First Trust Horizon Managed Volatility Developed Intl ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.19% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7600 | 8.16 | |
| 0.1131 | 4.48 | |
| 0.8287 | 24.97 | |
| -0.0052 | -2.08 |
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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