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V-Lab

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

Volatility prediction for Monday, July 27th, 2026

1 Day

3.38%

decreased by 0.15%

1 Week

3.60%

increased by 0.07%

1 Month

4.26%

increased by 0.73%

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 GJR-GARCH

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 26 trading days, meaning a shock loses half its impact after approximately 26 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0043
5.00***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8299
39.23***
γ

leverage

Additional response to negative shocks

0.2883
7.24***

Persistence:

0.974

Half-life:

26 days