Horizon Nas-100 DEF Risk ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.99% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6715 | 4.60 | |
| 0.1225 | 1.09 | |
| 0.5325 | 1.88 | |
| -2.6970 | -2.10 |
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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