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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

Date Range:

from

to

6M ·

All

graph of Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2026 to Aug 7, 2026
Boundary 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

ParameterValuet-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