Innovator EQ D DIR ETF - SEP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.07% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.19 | |
| 0.0000 | 0.00 | |
| 0.8524 | 24.60 | |
| 0.1470 | 3.19 |
Estimation Period:
Sep 2, 2025 to Feb 6, 2026
Sep 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Innovator EQ D DIR ETF - SEP Analyses
Other GJR-GARCH Analyses on ETFs