Innovator Equity Dual Directional 15 Buffer ETF - November MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
-0.00%
decreased by 0.30%
1 Week
0.21%
decreased by 0.09%
1 Month
0.38%
increased by 0.08%
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 | |
|---|---|---|
| 41 | ||
| 0.8017 | 8,017,210.00 | |
| 0.0000 | 100.00 | |
| 0.3965 | 3,965,380.00 | |
| 0.0822 | 702.72 | |
| 0.0327 | 860.89 | |
| 0.9535 | 3,709.95 |
Estimation Period:
Nov 3, 2025 to May 22, 2026
Nov 3, 2025 to May 22, 2026
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