Innovator International D P B ETF SEP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.96% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 8.49 | |
| 0.0246 | 2.40 | |
| 0.8700 | 93.24 | |
| 0.1144 | 4.04 |
Estimation Period:
Sep 4, 2023 to Feb 6, 2026
Sep 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Innovator International D P B ETF SEP Analyses
Other GJR-GARCH Analyses on ETFs