V-Lab
Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
7.69%
decreased by 0.38%
1 Week
9.84%
increased by 1.77%
1 Month
10.83%
increased by 2.76%
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
Jan 2, 2026 to Aug 7, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2223 | 17.08*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0490 | 1.68* |
γ leverage Additional response to negative shocks | 1.0000 | 0.81 |
Persistence:
0.549
Half-life:
1 days
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