Innovator Equity Defined Protection ETF - 2 Yr to January 2028 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.36% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8345 | 4.74 | |
| 0.1824 | 2.11 | |
| 0.0000 | 0.00 | |
| -20.6027 | -1.17 | |
| 35.2275 | 1.26 | |
| -23.5403 | -1.20 | |
| 4.4958 | 0.23 | |
| 42.5346 | 1.41 | |
| -102.5680 | -3.02 | |
| 96.2570 | 3.20 | |
| -24.9187 | -1.09 | |
| -11.3374 | -0.75 |
Estimation Period:
Jan 2, 2024 to Feb 6, 2026
Jan 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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