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V-Lab

Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

6.48%

decreased by 0.22%

1 Week

6.56%

decreased by 0.14%

1 Month

6.88%

increased by 0.18%

Analysis last updated: Saturday, August 22, 2026 at 02:15 AM UTC

Date Range:

from

to

6M ·

All

graph of Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2026 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 53 trading days, meaning a shock loses half its impact after approximately 53 days. Returns follow a Student-t distribution with v = 4.90 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3433
5.74***
α

ARCH

Response to squared shocks

0.2740
26.40***
β

GARCH

Volatility persistence

0.9871
386.78***
ν

DF

Student-t tail thickness

4.8993
5.44***

Persistence:

0.987

Half-life:

53 days