Innovatr EQ DF PR - 1 YR MAY APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.46%
increased by 0.02%
1 Week
2.50%
increased by 0.06%
1 Month
2.65%
increased by 0.21%
Analysis last updated: Tuesday, July 7, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 1.81 | |
| 0.0516 | 0.22 | |
| 0.9484 | 43.57 | |
| 1.0000 | 0.14 | |
| 1.2804 | 6.24 |
Estimation Period:
May 1, 2025 to Jul 2, 2026
May 1, 2025 to Jul 2, 2026
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