First Trust Horizon Managed Volatility Domestic ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.90% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 14.29 | |
| 0.1302 | 19.50 | |
| 0.8359 | 118.43 |
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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