Skip to main content
V-Lab

Innovator PR IN 10 B JAN ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 3, 2025 at 10:56 PM UTC
Date Range:

from

to

6M ·

All

graph of Innovator PR IN 10 B JAN ETF S0GARCH
paramt-stat
ω0.87852.16
α0.00000.00
β0.30460.14
γ1-33.9320-0.27
γ2213.48271.02
γ3-475.7012-1.83
γ4495.18741.64
γ5-27.3096-0.10
γ6-621.4759-3.72
γ7893.61014.99
γ8-945.9935-3.26
γ91,042.15203.17
γ10-767.8176-3.18
Estimation Period:
Jan 2, 2024 to Dec 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts