Innovator Equity Defined Protection ETF - 2 Yr to July 2027 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.59%
decreased by 0.25%
1 Week
2.71%
decreased by 0.13%
1 Month
2.95%
increased by 0.11%
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 | |
|---|---|---|
| 1.2175 | 5.58 | |
| 0.2253 | 2.93 | |
| 0.6723 | 9.67 | |
| 0.0892 | 2.15 |
Estimation Period:
Jul 18, 2023 to May 22, 2026
Jul 18, 2023 to May 22, 2026
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