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Parameter	Value	t-statistic
α ARCH Response to squared shocks	1.0000	101.06***
β GARCH Volatility persistence	0.0000	0.02
γ leverage Additional response to negative shocks	-0.0186	-0.94
λ₁ tau intercept Baseline long-term coefficient	0.1982	86.50***

V-Lab

Innovator Equity Dual Directional 15 Buffer ETF - November MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovator Equity Dual Directional 15 Buffer ETF - November Analyses