Innovator Equity Defined Protection ETF - 2 Yr to July 2027 GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
3.67%
increased by 0.29%
1 Week
3.72%
increased by 0.34%
1 Month
3.87%
increased by 0.49%
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 | |
|---|---|---|
| 0.0030 | 11.02 | |
| 0.0723 | 3.68 | |
| 0.7929 | 70.20 | |
| 0.1855 | 3.96 |
Estimation Period:
Jul 18, 2023 to Jun 18, 2026
Jul 18, 2023 to Jun 18, 2026
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