First Trust Horizon Managed Volatility Small/Mid ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.37% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.12 | |
| 0.0388 | 7.12 | |
| 0.9914 | 280.84 | |
| -0.0584 | -8.51 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Trust Horizon Managed Volatility Small/Mid ETF Analyses
Other EGARCH Analyses on ETFs