Innovator Uncapped Accelerated US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
17.05%
decreased by 0.66%
1 Week
17.22%
decreased by 0.49%
1 Month
17.72%
increased by 0.01%
Analysis last updated: Monday, July 20, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 11, 2022 to Jul 17, 2026Model 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 = 7.17 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4491 | 7.47*** |
α ARCH Response to squared shocks | 0.0559 | 7.61*** |
β GARCH Volatility persistence | 0.9606 | 216.41*** |
ν DF Student-t tail thickness | 7.1676 | 1.41 |
Persistence:
0.961
Half-life:
17 days
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