Horizon Small/Mid Cap Core Equity ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.32%
decreased by 0.37%
1 Week
15.49%
decreased by 0.20%
1 Month
15.92%
increased by 0.23%
Analysis last updated: Friday, May 22, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 1.63 | |
| 0.0533 | 3.88 | |
| 0.8656 | 16.08 | |
| 0.4057 | 6.04 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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