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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0049	5.49***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8235	40.32***
γ leverage Additional response to negative shocks	0.2948	7.32***

V-Lab

Innovator Equity Dual Directional 15 Buffer ETF - November GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovator Equity Dual Directional 15 Buffer ETF - November Analyses