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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

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 Jul 17, 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 = 7.17 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

1.4491
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