Innovator GR 100 PR BR - MAR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.87% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 2.72 | |
| 0.0000 | 0.00 | |
| 0.8220 | 30.74 | |
| 0.3451 | 6.10 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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