Innovatr EQ DL DIR 10 - July GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.07% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 9.74 | |
| 0.0000 | 0.00 | |
| 0.4835 | 12.03 | |
| 0.4963 | 5.38 |
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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