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V-Lab

Innovator Uncapped Accelerated US Equity ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

18.72%

decreased by 0.60%

1 Week

18.75%

decreased by 0.57%

1 Month

18.81%

decreased by 0.51%

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 S0GARCH

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

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 14 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9997
6.44***
α

ARCH

Response to squared shocks

0.0706
2.16**
β

GARCH

Volatility persistence

0.8807
20.00***
γi Spline Coefficients
K=1
γ10.0016
0.07

Persistence:

0.951

Half-life:

14 days