Horizon Small/Mid Cap Core Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.11%
decreased by 0.01%
1 Week
16.09%
decreased by 0.03%
1 Month
16.04%
decreased by 0.08%
Analysis last updated: Saturday, June 13, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0143 | 0.56 | |
| 0.0073 | 0.02 | |
| 0.9137 | 0.24 | |
| 7.6835 | 0.00 |
Estimation Period:
Dec 4, 2025 to Jun 12, 2026
Dec 4, 2025 to Jun 12, 2026
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