First Trust Horizon Managed Volatility Domestic ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.37% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 14.09 | |
| 0.0441 | 4.37 | |
| 0.8507 | 115.96 | |
| 0.1405 | 8.60 |
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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