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V-Lab

Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly Asy. Power MEM Volatility Analysis

Volatility prediction for Friday, August 14th, 2026

1 Day

3.79%

decreased by 1.04%

1 Week

8.36%

increased by 3.53%

1 Month

10.94%

increased by 6.11%

Analysis last updated: Friday, August 14, 2026 at 02:16 AM UTC

Date Range:

from

to

6M ·

All

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

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

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3746
4.63***
α

ARCH

Response to squared shocks

0.6522
7.98***
β

GARCH

Volatility persistence

0.1300
4.17***
γ

leverage

Additional response to negative shocks

0.9508
41.81***
δ

power

Transformation power

0.5000
3.64***

Persistence:

0.564

Half-life:

1 days