Innovator PRE I 40 B JAN ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9312 | 3.65 | |
| 0.0751 | 0.89 | |
| 0.0000 | 0.00 | |
| -86.6144 | -0.88 | |
| 348.7048 | 1.81 | |
| -658.6670 | -2.28 | |
| 765.1384 | 2.39 | |
| -459.3050 | -1.73 | |
| -139.7982 | -0.72 | |
| 584.8829 | 2.76 | |
| -714.3289 | -1.96 | |
| 499.1486 | 1.26 | |
| 326.6278 | 0.80 |
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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