First Trust Horizon Managed Volatility Domestic ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.63% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1998 | 2.89 | |
| 0.1433 | 4.73 | |
| 0.7695 | 16.94 | |
| 1.4639 | 2.31 | |
| -1.7067 | -1.80 | |
| 0.0403 | 0.06 | |
| 0.5733 | 1.20 | |
| -1.1372 | -2.55 | |
| 1.7464 | 3.15 | |
| -2.2899 | -2.48 |
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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