Innovator 20+ Year Treasury Bond 5 Floor ETF - July GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.99% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6260 | 4.84 | |
| 0.1233 | 27.06 | |
| 0.9907 | 491.41 | |
| 8.0110 | 5.22 |
Estimation Period:
Aug 31, 2020 to Feb 13, 2026
Aug 31, 2020 to Feb 13, 2026
Other Innovator 20+ Year Treasury Bond 5 Floor ETF - July Analyses
Other GAS-GARCH Student T Analyses on ETFs