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

Volatility prediction for Monday, July 27th, 2026

1 Day

3.61%

decreased by 0.17%

1 Week

3.88%

increased by 0.10%

1 Month

4.48%

increased by 0.70%

Analysis last updated: Saturday, July 25, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Innovator Equity Dual Directional 15 Buffer ETF - November GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 3, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 15.71 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1088
7.66***
α

ARCH

Response to squared shocks

0.1362
3.67***
β

GARCH

Volatility persistence

0.9238
58.44***
ν

DF

Student-t tail thickness

15.7114
0.44

Persistence:

0.924

Half-life:

9 days