Innovator HDG Nasdaq-100 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.00% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0137 | 3.43 | |
| 0.0431 | 0.82 | |
| 0.0000 | 0.00 | |
| -15.2188 | -0.25 | |
| 44.4006 | 0.45 | |
| -56.8301 | -0.83 | |
| 118.1035 | 2.14 | |
| -309.1777 | -4.90 | |
| 430.3640 | 6.32 | |
| -305.2995 | -4.54 | |
| 161.0313 | 2.81 | |
| -139.1584 | -3.09 | |
| 126.4959 | 1.93 |
Estimation Period:
Aug 20, 2024 to Feb 6, 2026
Aug 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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