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Innovator P I 10 B ETF - OCT Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 2, 2025 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Innovator P I 10 B ETF - OCT S0GARCH
paramt-stat
ω0.77461.93
α0.00000.00
β0.07240.03
γ1-3.4974-0.08
γ23.38520.05
γ36.19660.23
γ4-8.4507-0.47
γ50.94070.04
γ625.37090.98
γ7-95.4594-4.05
γ8117.90558.10
Estimation Period:
Oct 2, 2023 to Sep 26, 2025
Impact of return on volatility tomorrow
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