Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
21.32%
decreased by 1.04%
1 Week
24.22%
increased by 1.86%
1 Month
25.60%
increased by 3.24%
Analysis last updated: Tuesday, July 21, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2026 to Jul 17, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4911 | 3.62*** |
α ARCH Response to squared shocks | 0.2587 | 2.03** |
β GARCH Volatility persistence | 0.2726 | 0.78 |
Spline Coefficients
K=6
| γ1 | -149.1814 | -0.75 |
| γ2 | 264.3365 | 0.82 |
| γ3 | -358.9729 | -1.43 |
| γ4 | 122.4297 | 0.61 |
| γ5 | 697.0727 | 4.19*** |
| γ6 | -864.6959 | -6.72*** |
Persistence:
0.531
Half-life:
1 days
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