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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0903	1.39
β GARCH Volatility persistence	0.8562	573.08***
γ leverage Additional response to negative shocks	-0.0903	-1.39
λ₁ tau intercept Baseline long-term coefficient	0.0000	1.00
λ₂ forecast adj. Forecast performance sensitivity	0.0678	1.45
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly Analyses