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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0277	3.88***
α ARCH Response to squared shocks	0.1281	10.93***
β GARCH Volatility persistence	0.8499	34.84***
γ leverage Additional response to negative shocks	1.0000	59.60***
δ power Transformation power	0.8115	9.63***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovator Equity Dual Directional 15 Buffer ETF - November Analyses