V-Lab
Innovator Equity Dual Directional 15 Buffer ETF - November Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
1.81%
decreased by 0.35%
1 Week
1.87%
decreased by 0.29%
1 Month
1.96%
decreased by 0.20%
Analysis last updated: Saturday, August 8, 2026 at 02:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 3, 2025 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0031 | 9.44*** |
α ARCH Response to squared shocks | 0.0110 | 1.92* |
β GARCH Volatility persistence | 0.5264 | 19.38*** |
γ leverage Additional response to negative shocks | 0.5325 | 6.58*** |
Persistence:
0.804
Half-life:
3 days
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