Innovator Equity Defined Protection ETF - 2 Yr to July 2027 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.18% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 11.58 | |
| 0.0922 | 4.03 | |
| 0.7828 | 65.26 | |
| 0.1642 | 3.16 |
Estimation Period:
Jul 18, 2023 to Feb 13, 2026
Jul 18, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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