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

Volatility prediction for Friday, August 14th, 2026

1 Day

18.44%

increased by 0.01%

1 Week

18.50%

increased by 0.07%

1 Month

18.68%

increased by 0.25%

Analysis last updated: Friday, August 14, 2026 at 02:18 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