Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly GJR-GARCH 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
1.85%
decreased by 0.12%
1 Week
2.06%
increased by 0.09%
1 Month
2.75%
increased by 0.78%
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 | |
|---|---|---|
| 0.0016 | 7.13 | |
| 0.0827 | 2.15 | |
| 0.7363 | 35.88 | |
| 0.3620 | 4.47 |
Estimation Period:
Jan 2, 2026 to Jun 18, 2026
Jan 2, 2026 to Jun 18, 2026
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