Horizon Small/Mid Cap Core Equity ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.67%
decreased by 0.51%
1 Week
15.98%
decreased by 0.20%
1 Month
16.89%
increased by 0.71%
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 | |
|---|---|---|
| 0.0592 | 3.69 | |
| 0.0501 | 1.42 | |
| 0.9090 | 33.69 | |
| 1.0000 | 1.01 | |
| 1.0644 | 4.06 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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