Hartford Alpha Capture Value ETF MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
9.49%
decreased by 0.75%
1 Week
9.64%
decreased by 0.60%
1 Month
10.21%
decreased by 0.03%
Analysis last updated: Saturday, May 23, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 2.11 | |
| 0.1614 | 9.67 | |
| 0.8386 | 57.82 |
Estimation Period:
Oct 16, 2023 to May 22, 2026
Oct 16, 2023 to May 22, 2026
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