Horizon Small/Mid Cap Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.76%
unchanged at 0.00%
1 Week
17.77%
increased by 0.01%
1 Month
17.78%
increased by 0.02%
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 | |
|---|---|---|
| 0.8581 | 3.18 | |
| 0.0000 | 0.00 | |
| 0.9684 | 6.16 | |
| -2.0311 | -1.07 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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