Horizon Small/Mid Cap Core Equity ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.78%
decreased by 0.33%
1 Week
15.99%
decreased by 0.12%
1 Month
16.63%
increased by 0.52%
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 | |
|---|---|---|
| 0.0554 | 2.27 | |
| 0.0000 | 0.00 | |
| 0.9055 | 27.96 | |
| 0.1052 | 1.81 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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