Innovate Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.51% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1115 | 5.35 | |
| 0.0235 | 6.93 | |
| 0.9470 | 223.92 | |
| 0.0592 | 9.18 |
Estimation Period:
Jul 13, 2009 to Feb 6, 2026
Jul 13, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities