Horizon Small/Mid Cap Core Equity ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.81%
decreased by 1.23%
1 Week
11.89%
decreased by 1.15%
1 Month
12.18%
decreased by 0.86%
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 | |
|---|---|---|
| -0.0077 | -0.62 | |
| -0.2759 | -8.07 | |
| 0.9752 | 118.64 | |
| -0.1793 | -7.34 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
Other Horizon Small/Mid Cap Core Equity ETF Analyses
Other EGARCH Analyses on ETFs