Innovator PRM Incm 15 Bfr-Ju EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.91% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7361 | -5.44 | |
| 0.2088 | 5.63 | |
| 0.7771 | 18.24 | |
| -0.1909 | -4.29 |
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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