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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.1468	9.31***
β GARCH Volatility persistence	0.7540	26.74***
γ leverage Additional response to negative shocks	0.2833	12.50***

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Innovator Equity Dual Directional 15 Buffer ETF - November AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovator Equity Dual Directional 15 Buffer ETF - November Analyses