V-Lab
Innovator Equity Dual Directional 15 Buffer ETF - November Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
3.96%
decreased by 0.27%
1 Week
4.07%
decreased by 0.16%
1 Month
4.29%
increased by 0.06%
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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2591 | 5.56*** |
α ARCH Response to squared shocks | 0.1540 | 2.11** |
β GARCH Volatility persistence | 0.7373 | 5.09*** |
Spline Coefficients
K=1
| γ1 | 0.9831 | 1.41 |
Persistence:
0.891
Half-life:
6 days
Other Innovator Equity Dual Directional 15 Buffer ETF - November Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs