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V-Lab

Innovator Equity Dual Directional 15 Buffer ETF - November GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

4.26%

decreased by 0.24%

1 Week

4.41%

decreased by 0.09%

1 Month

4.73%

increased by 0.23%

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 GARCH

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

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0099
4.86***
α

ARCH

Response to squared shocks

0.1471
9.04***
β

GARCH

Volatility persistence

0.7560
25.36***

Persistence:

0.903

Half-life:

7 days