Horizon Small/Mid Cap Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.42%
unchanged at 0.00%
1 Week
17.43%
increased by 0.01%
1 Month
17.43%
increased by 0.01%
Analysis last updated: Saturday, June 13, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8856 | 3.13 | |
| 0.0000 | 0.00 | |
| 0.9641 | 5.60 | |
| -1.3173 | -0.77 |
Estimation Period:
Dec 4, 2025 to Jun 12, 2026
Dec 4, 2025 to Jun 12, 2026
Other Horizon Small/Mid Cap Core Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs