Horizon Small/Mid Cap Core Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.90%
decreased by 0.01%
1 Week
15.91%
decreased by 0.00%
1 Month
15.95%
increased by 0.04%
Analysis last updated: Friday, May 22, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0166 | 0.63 | |
| 0.0107 | 0.04 | |
| 0.9173 | 0.56 | |
| 6.8118 | 0.01 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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