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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2026 to Aug 7, 2026Model 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
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| Parameter | Value | t-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
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