Innovator Intern D P B Etf-F GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.50% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 7.12 | |
| 0.0341 | 3.66 | |
| 0.8544 | 111.85 | |
| 0.2229 | 5.92 |
Estimation Period:
Feb 1, 2024 to Feb 13, 2026
Feb 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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