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Innovator Double Stacker ETF - October Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 3, 2023 at 01:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innovator Double Stacker ETF - October SGARCH
paramt-stat
ω1.27213.24
α0.25002.62
β0.38082.33
γ113.15631.28
γ2-31.5467-2.36
γ351.45545.52
γ4-43.5147-4.17
γ50.29270.03
γ611.39900.99
γ7-33.6456-1.76
Estimation Period:
Oct 1, 2020 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts