Innovator Premium IN 20 BRR Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:2.11% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5756 | 4.28 | |
| 0.3662 | 2.90 | |
| 0.3963 | 3.00 | |
| 14.9361 | 1.29 | |
| -21.7573 | -1.16 | |
| 21.6810 | 1.70 | |
| -19.8089 | -1.56 | |
| -11.0586 | -0.72 | |
| 52.8144 | 2.55 | |
| -75.9073 | -2.95 | |
| 63.0340 | 2.40 | |
| -45.1975 | -1.88 |
Estimation Period:
Apr 4, 2023 to Feb 13, 2026
Apr 4, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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