Horizon Small/Mid Cap Core Equity ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.72%
unchanged at 0.00%
1 Week
13.72%
unchanged at 0.00%
1 Month
13.72%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.6557 | 4.29 | |
| 0.0000 | 0.00 | |
| 0.1725 | 0.11 | |
| -11.7128 | -1.62 |
Estimation Period:
Dec 4, 2025 to May 22, 2026
Dec 4, 2025 to May 22, 2026
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