First Trust Horizon Managed Volatility Small/Mid ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.57% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2040 | 4.73 | |
| 0.1561 | 3.37 | |
| 0.4627 | 2.81 | |
| 1.4995 | 4.68 | |
| -2.1879 | -4.83 | |
| 1.0259 | 3.50 | |
| -0.6918 | -1.72 |
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 Spline-GARCH Analyses on ETFs