Horizon Small/Mid Cap Core Equity ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.84%
decreased by 0.33%
1 Week
11.05%
decreased by 0.12%
1 Month
11.85%
increased by 0.68%
Analysis last updated: Friday, May 22, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 2.98 | |
| 0.0000 | 0.00 | |
| 0.9236 | 23.85 | |
| 0.1529 | 1.44 |
Estimation Period:
Dec 8, 2025 to May 22, 2026
Dec 8, 2025 to May 22, 2026
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