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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0000	0.05
β GARCH Volatility persistence	0.0000	0.03
γ leverage Additional response to negative shocks	0.5000	49.45***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.0497	34.89***
λ₃ tau persistence Long-term factor persistence	0.8542	1,581.78***

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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