Horizon Core Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.36% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 4.95 | |
| 0.0999 | 0.88 | |
| 0.4227 | 0.73 | |
| -1.3771 | -1.20 |
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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