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Innovator Double Stacker 9 Buffer ETF - October Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 3, 2023 at 01:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innovator Double Stacker 9 Buffer ETF - October S0GARCH
paramt-stat
ω1.88582.50
α0.21533.12
β0.48593.58
γ116.07181.81
γ2-29.8337-2.43
γ343.72424.74
γ4-43.4271-4.76
γ57.37750.80
γ611.32731.33
γ7-22.9851-2.82
γ832.10565.32
Estimation Period:
Oct 1, 2020 to Sep 29, 2023
Impact of return on volatility tomorrow
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