Innovator Premium IN 30 BRR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:2.50% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.72 | |
| 0.0616 | 1.82 | |
| 0.3143 | 6.74 | |
| 0.4673 | 3.76 |
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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