Innovator 20+ Year Treasury Bond 5 Floor ETF - July Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.67% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9330 | 2.65 | |
| 0.1455 | 7.13 | |
| 0.8462 | 38.99 | |
| -0.0826 | -1.02 |
Estimation Period:
Aug 31, 2020 to Feb 6, 2026
Aug 31, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Innovator 20+ Year Treasury Bond 5 Floor ETF - July Analyses
Other Spline-GARCH Analyses on ETFs