First Trust Horizon Managed Volatility Small/Mid ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.47% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.13 | |
| 0.0604 | 15.83 | |
| 0.8944 | 142.39 | |
| 0.8464 | 17.07 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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