First Trust Horizon Managed Volatility Small/Mid ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.33% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 6.89 | |
| 0.0556 | 11.39 | |
| 0.9132 | 110.38 |
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 GARCH Analyses on ETFs