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V-Lab

Innovator P I 20 B ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.13% (+1.01%)
Analysis last updated: Friday, February 6, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innovator P I 20 B ETF - OCT SGARCH
paramt-stat
ω0.77601.67
α0.17111.76
β0.00000.00
γ1-4.0779-0.09
γ24.70020.07
γ32.98050.06
γ4-6.5030-0.16
γ513.38580.40
γ6-42.7396-1.70
γ772.98323.70
γ8-75.4207-4.59
Estimation Period:
Oct 2, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts