Innovator P I 20 B ETF - OCT GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.89% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 6.99 | |
| 0.0210 | 0.75 | |
| 0.4751 | 11.99 | |
| 0.2733 | 3.90 |
Estimation Period:
Oct 2, 2023 to Feb 13, 2026
Oct 2, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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