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V-Lab

Innovator Equity Dual Directional 15 Buffer ETF - November Asy. Power MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

1.63%

decreased by 0.30%

1 Week

1.66%

decreased by 0.27%

1 Month

1.69%

decreased by 0.24%

Analysis last updated: Saturday, August 8, 2026 at 02:14 AM UTC

Date Range:

from

to

6M ·

All

graph of Innovator Equity Dual Directional 15 Buffer ETF - November APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 3, 2025 to Aug 7, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 0.66 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0545
3.96***
α

ARCH

Response to squared shocks

0.1768
13.89***
β

GARCH

Volatility persistence

0.6387
21.52***
γ

leverage

Additional response to negative shocks

0.8841
16.80***
δ

power

Transformation power

0.6586
6.10***

Persistence:

0.764

Half-life:

3 days