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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9041	1.49
α ARCH Response to squared shocks	0.0136	0.18
β GARCH Volatility persistence	0.9347	1.90*
ν DF Student-t tail thickness	8.9645	0.02

V-Lab

Horizon Small/Mid Cap Core Equity ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Small/Mid Cap Core Equity ETF Analyses