Innovator P I 15 B ETF - OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.84% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 6.75 | |
| 0.1223 | 3.46 | |
| 0.5475 | 9.24 | |
| 0.0374 | 0.45 |
Estimation Period:
Oct 2, 2023 to Feb 6, 2026
Oct 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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