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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8488	5.58***
αARCH	0.0000	0.00
βGARCH	0.9964	0.87

γ₁	-8.8014	-0.20
γ₂	11.7312	0.60

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8488	5.58***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9964	0.87

γ₁	-8.8014	-0.20
γ₂	11.7312	0.60

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