Innovator Equity Dual Directional 15 Buffer ETF - November GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.85%
decreased by 0.10%
1 Week
3.04%
increased by 0.09%
1 Month
3.68%
increased by 0.73%
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 | |
|---|---|---|
| 0.0026 | 3.27 | |
| 0.0000 | 0.00 | |
| 0.8603 | 39.92 | |
| 0.2614 | 4.94 |
Estimation Period:
Nov 3, 2025 to May 22, 2026
Nov 3, 2025 to May 22, 2026
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