First Trust Horizon Managed Volatility Small/Mid ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.54% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 6.05 | |
| 0.0181 | 0.00 | |
| 0.9620 | 264.80 | |
| 1.0000 | 0.00 | |
| 1.7348 | 15.18 |
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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