Innovator Equity Defined Protection ETF - 2 Yr to July 2027 MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.48%
decreased by 0.17%
1 Week
2.72%
increased by 0.07%
1 Month
3.30%
increased by 0.65%
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 | |
|---|---|---|
| 26 | ||
| 0.0822 | 6.79 | |
| 0.6968 | 49.98 | |
| 0.2665 | 10.68 | |
| 0.0409 | 1.39 | |
| 0.3011 | 2.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 18, 2023 to May 22, 2026
Jul 18, 2023 to May 22, 2026
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