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V-Lab

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 Wednesday, August 19th, 2026

1 Day

26.54%

increased by 19.50%

1 Week

30.47%

increased by 23.43%

1 Month

58.08%

increased by 51.04%

Analysis last updated: Wednesday, August 19, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

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

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2026 to Aug 14, 2026

Model Insight

Estimated persistence of 1.135 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.5572
16.97***
β

GARCH

Volatility persistence

0.5775
27.06***
γ

leverage

Additional response to negative shocks

0.1488
6.37***

Persistence:

1.135

Half-life:

-