The Innovator Gth-100 PR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.05% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 4.15 | |
| 0.0000 | 0.00 | |
| 0.8727 | 54.71 | |
| 0.2450 | 8.54 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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