First Trust Horizon Managed Volatility Domestic ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.91% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0147 | -5.20 | |
| 0.2008 | 16.78 | |
| 0.9630 | 407.87 | |
| -0.1064 | -11.13 |
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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