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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0056	0.34
α ARCH Response to squared shocks	-0.2174	-6.52***
β GARCH Volatility persistence	0.9819	7,918.85***
γ leverage Additional response to negative shocks	-0.1960	-7.77***

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Horizon Small/Mid Cap Core Equity ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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