Innovator Equity Dual Directional 15 Buffer ETF - November GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.91%
decreased by 0.44%
1 Week
5.98%
decreased by 0.37%
1 Month
6.20%
decreased by 0.15%
Analysis last updated: Saturday, June 13, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 4.45 | |
| 0.0000 | 0.00 | |
| 0.8384 | 32.23 | |
| 0.2787 | 5.23 |
Estimation Period:
Nov 3, 2025 to Jun 12, 2026
Nov 3, 2025 to Jun 12, 2026
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