Innovator EQ D DIR ETF - SEP EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.30% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3090 | -6.74 | |
| 0.0244 | 0.74 | |
| 0.8850 | 46.81 | |
| -0.2300 | -8.69 |
Estimation Period:
Sep 2, 2025 to Feb 6, 2026
Sep 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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