Skip to main content
V-Lab

Innovator Uncapped Accelerated US Equity ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

19.09%

decreased by 0.61%

1 Week

19.10%

decreased by 0.60%

1 Month

19.13%

decreased by 0.57%

Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innovator Uncapped Accelerated US Equity ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 11, 2022 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days. Returns follow a Student-t distribution with v = 7.25 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

1.4644
7.61***
α

ARCH

Response to squared shocks

0.0555
7.60***
β

GARCH

Volatility persistence

0.9607
218.49***
ν

DF

Student-t tail thickness

7.2548
1.38

Persistence:

0.961

Half-life:

17 days