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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9661	0.00
γ leverage Additional response to negative shocks	0.0000	0.00
λ₁ tau intercept Baseline long-term coefficient	0.0769	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.1991	0.00
λ₃ tau persistence Long-term factor persistence	0.8009	0.00

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

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News Impact Curve

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