First Trust Horizon Managed Volatility Domestic ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.48% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5938 | 9.39 | |
| 0.1281 | 19.93 | |
| 0.9568 | 182.12 | |
| 7.5546 | 3.67 |
Estimation Period:
Aug 25, 2016 to Feb 13, 2026
Aug 25, 2016 to Feb 13, 2026
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