Innovator 20+ Year Treasury Bond 5 Floor ETF - July EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.27% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0502 | -12.37 | |
| 0.2371 | 26.51 | |
| 0.9531 | 209.83 | |
| 0.0956 | 10.27 |
Estimation Period:
Aug 31, 2020 to Feb 6, 2026
Aug 31, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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