Horizon Core Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.85% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7876 | 3.82 | |
| 0.1025 | 0.90 | |
| 0.4144 | 0.73 | |
| -1.9458 | -0.37 |
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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