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First Trust Horizon Managed Volatility Domestic ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.63% (+0.10%)
Analysis last updated: Tuesday, February 10, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of First Trust Horizon Managed Volatility Domestic ETF SGARCH
paramt-stat
ω1.19982.89
α0.14334.73
β0.769516.94
γ11.46392.31
γ2-1.7067-1.80
γ30.04030.06
γ40.57331.20
γ5-1.1372-2.55
γ61.74643.15
γ7-2.2899-2.48
Estimation Period:
Aug 25, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts