Horizon Nas-100 DEF Risk ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.48% (+8.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1805 | -5.38 | |
| -0.0074 | -0.27 | |
| 0.6070 | 17.19 | |
| -0.4819 | -22.24 |
Estimation Period:
Jul 10, 2025 to Feb 6, 2026
Jul 10, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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