Innovator Uncapped Accelerated US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
16.27%
decreased by 0.49%
1 Week
16.51%
decreased by 0.25%
1 Month
17.20%
increased by 0.44%
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
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0110 | 6.39*** |
α ARCH Response to squared shocks | 0.0701 | 2.11** |
β GARCH Volatility persistence | 0.8809 | 19.70*** |
Spline Coefficients
K=1
| γ1 | 0.0042 | 0.18 |
Persistence:
0.951
Half-life:
14 days
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