Innovator 20+ Year Treasury Bond 5 Floor ETF - July MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.36% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1785 | 24.58 | |
| 0.8574 | 127.50 | |
| -0.1369 | -18.52 | |
| 0.1589 | 0.17 | |
| 0.3160 | 0.17 | |
| 0.3341 | 0.08 |
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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