Innovator P I 20 B ETF - OCT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.13% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7760 | 1.67 | |
| 0.1711 | 1.76 | |
| 0.0000 | 0.00 | |
| -4.0779 | -0.09 | |
| 4.7002 | 0.07 | |
| 2.9805 | 0.06 | |
| -6.5030 | -0.16 | |
| 13.3858 | 0.40 | |
| -42.7396 | -1.70 | |
| 72.9832 | 3.70 | |
| -75.4207 | -4.59 |
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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