Innovator 20+ Year Treasury Bond 5 Floor ETF - July GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.90% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 10.24 | |
| 0.1927 | 14.60 | |
| 0.8581 | 174.98 | |
| -0.1192 | -7.28 |
Estimation Period:
Aug 31, 2020 to Feb 13, 2026
Aug 31, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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