Innovator Equity Dual Directional 15 Buffer ETF - November EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.09%
decreased by 0.02%
1 Week
2.17%
increased by 0.06%
1 Month
2.48%
increased by 0.37%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0360 | -3.68 | |
| -0.0083 | -0.65 | |
| 0.9823 | 83.23 | |
| -0.2051 | -17.66 |
Estimation Period:
Nov 3, 2025 to May 22, 2026
Nov 3, 2025 to May 22, 2026
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