Innovator Equity Defined Protection ETF - 2 Yr to July 2027 GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.52%
decreased by 0.12%
1 Week
2.70%
increased by 0.06%
1 Month
3.21%
increased by 0.57%
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 | |
|---|---|---|
| 0.0029 | 11.18 | |
| 0.0764 | 3.86 | |
| 0.7903 | 70.65 | |
| 0.1906 | 4.07 |
Estimation Period:
Jul 18, 2023 to May 22, 2026
Jul 18, 2023 to May 22, 2026
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