Horizon Nas-100 DEF Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.15% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5916 | 3.69 | |
| 0.1123 | 0.92 | |
| 0.4795 | 1.35 | |
| -6.3309 | -1.13 |
Estimation Period:
Jul 10, 2025 to Feb 13, 2026
Jul 10, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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