First Trust Horizon Managed Volatility Small/Mid ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.94% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0204 | 13.32 | |
| 0.0966 | 10.54 | |
| 0.8995 | 95.34 | |
| 5.3575 | 4.11 |
Estimation Period:
Apr 8, 2020 to Feb 6, 2026
Apr 8, 2020 to Feb 6, 2026
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