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Innovator Double Stacker 9 Buffer ETF-January Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, December 31, 2023 at 04:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innovator Double Stacker 9 Buffer ETF-January SGARCH
paramt-stat
ω0.87054.05
α0.13382.98
β0.65304.39
γ1-0.7144-0.07
γ2-0.3023-0.02
γ327.84402.53
γ4-53.2723-5.89
γ538.33063.71
γ6-35.1374-3.03
γ741.68053.16
γ8-40.9203-2.55
Estimation Period:
Jan 4, 2021 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts