Horizon Small/Mid Cap Core Equity ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.71%
decreased by 0.11%
1 Week
12.29%
decreased by 0.53%
1 Month
10.64%
decreased by 2.18%
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 | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.3047 | 0.00 | |
| 0.4609 | 0.00 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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