V-Lab: Innovator UPD BTC 20 FLR QTR EGARCH Volatility Analysis

V-Lab

Innovator UPD BTC 20 FLR QTR EGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:27.97% (+3.71%)

Analysis last updated: Friday, June 27, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	0.1015	3.73
$α$	-0.3506	-4.43
$β$	0.9417	2,915.40
$γ$	-0.1770	-2.85

Estimation Period:
Feb 6, 2025 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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