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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9236	1.15
α ARCH Response to squared shocks	0.0107	0.09
β GARCH Volatility persistence	0.9296	1.00
ν DF Student-t tail thickness	8.6917	0.01

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