First Trust Horizon Managed Volatility Small/Mid ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.66% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 3.90 | |
| 0.0000 | 0.00 | |
| 0.9563 | 217.30 | |
| 0.0605 | 7.08 |
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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