Innovator P I 15 B ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.32% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0659 | 2.58 | |
| 0.0000 | 0.00 | |
| 0.9311 | 1.89 | |
| 23.9478 | 0.85 | |
| -38.9678 | -0.79 | |
| 23.8113 | 0.59 | |
| -0.2001 | -0.01 | |
| -29.8507 | -0.86 | |
| 69.7712 | 2.28 | |
| -125.9205 | -4.03 | |
| 132.1863 | 4.20 | |
| -65.3807 | -2.36 | |
| 0.9082 | 0.03 |
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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