Innovator GRH 100 PR BFR FEB GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.96% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 3.19 | |
| 0.0000 | 0.00 | |
| 0.8395 | 35.56 | |
| 0.2848 | 5.84 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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