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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9997	4.56***
α ARCH Response to squared shocks	0.0168	0.39
β GARCH Volatility persistence	0.9323	5.64***

V-Lab

Horizon Small/Mid Cap Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Small/Mid Cap Core Equity ETF Analyses