V-Lab
Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
16.36%
decreased by 0.08%
1 Week
18.97%
increased by 2.53%
1 Month
20.84%
increased by 4.40%
Analysis last updated: Saturday, August 22, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2026 to Aug 21, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6950 | 3.00*** |
α ARCH Response to squared shocks | 0.2623 | 2.12** |
β GARCH Volatility persistence | 0.4112 | 1.57 |
Spline Coefficients
K=4
| γ1 | 57.6824 | 1.13 |
| γ2 | -233.9234 | -2.81*** |
| γ3 | 413.9939 | 7.66*** |
| γ4 | -341.1503 | -11.89*** |
Persistence:
0.673
Half-life:
2 days
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