First Trust Horizon Managed Volatility Domestic ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.70% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 8.20 | |
| 0.1260 | 19.64 | |
| 0.8360 | 122.13 | |
| 0.3297 | 15.89 |
Estimation Period:
Aug 25, 2016 to Feb 6, 2026
Aug 25, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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