Innovatr EQ DL DIR 15 - July GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.91% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 7.25 | |
| 0.0000 | 0.00 | |
| 0.6630 | 24.35 | |
| 0.6269 | 6.28 |
Estimation Period:
Jul 1, 2025 to Feb 6, 2026
Jul 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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