Innovatr Equity DEF Prot ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.83% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 5.87 | |
| 0.0000 | 0.00 | |
| 0.8250 | 64.64 | |
| 0.3153 | 7.54 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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