Innovator E DF PR 6 M Janjul GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.85% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 4.42 | |
| 0.0197 | 1.48 | |
| 0.8520 | 94.12 | |
| 0.2561 | 6.52 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Innovator E DF PR 6 M Janjul Analyses
Other GJR-GARCH Analyses on ETFs