Horizon Small/Mid Cap Core Equity ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.41%
increased by 0.01%
1 Week
17.43%
increased by 0.03%
1 Month
17.52%
increased by 0.12%
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 | |
|---|---|---|
| 0.0184 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.9861 | 0.33 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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