Innovator E DF PR 6 M Janjul EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.15% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0940 | -5.55 | |
| 0.1769 | 10.81 | |
| 0.9652 | 138.52 | |
| -0.1508 | -9.06 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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