Innovatr EQ DF PR - 1 YR MAY EGARCH 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
3.88%
increased by 0.24%
1 Week
4.06%
increased by 0.42%
1 Month
4.90%
increased by 1.26%
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 | |
|---|---|---|
| 0.0432 | 9.23 | |
| -0.0125 | -0.72 | |
| 1.0000 | 4,975.12 | |
| -0.2281 | -20.39 |
Estimation Period:
May 1, 2025 to Jul 2, 2026
May 1, 2025 to Jul 2, 2026
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