Innovator US SM CP BU ETF QR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.82% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1326 | 19.49 | |
| 0.3025 | 4.38 | |
| 0.1153 | 4.38 | |
| 0.4125 | 2.46 |
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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