First Trust Horizon Managed Volatility Small/Mid ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.35% (-6.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0737 | 737,420.00 | |
| -0.1475 | -1,474,630.00 | |
| 0.2073 | 81.52 | |
| 0.8051 | 1,649.76 | |
| 0.0000 | 0.02 |
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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