Innovator Gr-100 PW BF - MAY GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.48% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 1.56 | |
| 0.0000 | 0.00 | |
| 0.8865 | 16.36 | |
| 0.1132 | 3.04 |
Estimation Period:
May 1, 2025 to Feb 6, 2026
May 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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