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Innovator PRE I 40 B JAN ETF 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 PRE I 40 B JAN ETF SGARCH
paramt-stat
ω0.93123.65
α0.07510.89
β0.00000.00
γ1-86.6144-0.88
γ2348.70481.81
γ3-658.6670-2.28
γ4765.13842.39
γ5-459.3050-1.73
γ6-139.7982-0.72
γ7584.88292.76
γ8-714.3289-1.96
γ9499.14861.26
γ10326.62780.80
Estimation Period:
Jan 2, 2024 to Dec 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts