Innovatr EQ DF PR - 1 YR MAY Zero Slope Spline-GARCH 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
2.23%
unchanged at 0.00%
1 Week
2.23%
unchanged at 0.00%
1 Month
2.23%
unchanged at 0.00%
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 | |
|---|---|---|
| 1.0708 | 4.33 | |
| 0.0000 | 0.00 | |
| 1.0000 | 22.30 | |
| -0.6640 | -0.11 | |
| 8.9716 | 1.02 | |
| -12.9487 | -1.59 |
Estimation Period:
May 1, 2025 to Jul 2, 2026
May 1, 2025 to Jul 2, 2026
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