Innovator PR IN 10 B JAN ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3895 | 1.39 | |
| 0.6221 | 2.10 | |
| 0.1026 | 1.02 | |
| -67.0068 | -0.40 | |
| 306.4654 | 1.45 | |
| -681.8559 | -3.70 | |
| 992.1132 | 3.45 | |
| -1,083.1830 | -3.13 | |
| 987.5526 | 2.67 | |
| -705.6773 | -2.16 | |
| 49.2367 | 0.26 | |
| 833.1646 | 3.42 |
Estimation Period:
Jan 2, 2024 to Dec 31, 2024
Jan 2, 2024 to Dec 31, 2024
News Impact Curve
Volatility Forecasts
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