Innovator Double Stacker ETF - October GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 3.97 | |
| 0.1246 | 4.38 | |
| 0.8185 | 37.07 | |
| 0.1138 | 3.61 |
Estimation Period:
Oct 1, 2020 to Sep 29, 2023
Oct 1, 2020 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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