Innovator Equity Defined Protection ETF - 2 Yr to July 2027 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
3.56%
increased by 0.22%
1 Week
3.58%
increased by 0.24%
1 Month
3.62%
increased by 0.28%
Analysis last updated: Wednesday, June 24, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 8.15 | |
| 0.1541 | 12.62 | |
| 0.9406 | 122.21 | |
| 7.7717 | 2.57 |
Estimation Period:
Jul 18, 2023 to Jun 18, 2026
Jul 18, 2023 to Jun 18, 2026
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