Horizon Core Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.11% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2331 | 87.31 | |
| 0.5069 | 2,472.76 | |
| 0.5000 | 95.46 | |
| 10.0000 | 2.80 | |
| 0.7178 | 2.54 | |
| 0.2822 | 1.09 |
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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