Innovator EQ Direc ETF - SEP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.99% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 7.33 | |
| 0.0000 | 0.00 | |
| 0.6167 | 14.17 | |
| 0.3557 | 5.14 |
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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