Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
4.68%
increased by 2.91%
1 Week
5.67%
increased by 3.90%
1 Month
13.06%
increased by 11.29%
Analysis last updated: Tuesday, June 23, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.01 | |
| 0.5525 | 18.34 | |
| 0.6090 | 36.74 | |
| 0.0754 | 14.04 |
Estimation Period:
Jan 2, 2026 to Jun 18, 2026
Jan 2, 2026 to Jun 18, 2026
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