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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9844	432.89***
γ leverage Additional response to negative shocks	0.0312	0.17
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.2695	0.19
λ₃ tau persistence Long-term factor persistence	0.1232	0.40

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