Horizon Core Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.77% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1487 | 4.39 | |
| 0.0000 | 0.00 | |
| 0.6064 | 9.02 | |
| 0.2406 | 3.25 |
Estimation Period:
Jun 26, 2025 to Feb 6, 2026
Jun 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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