Innovator Equity Defined Protection ETF - 2 Yr to July 2027 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.64%
decreased by 0.19%
1 Week
2.78%
decreased by 0.05%
1 Month
3.13%
increased by 0.30%
Analysis last updated: Saturday, May 23, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 8.38 | |
| 0.1570 | 12.84 | |
| 0.9414 | 130.24 | |
| 8.0001 | 2.54 |
Estimation Period:
Jul 18, 2023 to May 22, 2026
Jul 18, 2023 to May 22, 2026
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