AQE Core ETF Asy. 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
19.14%
decreased by 0.30%
1 Week
19.49%
increased by 0.05%
1 Month
20.82%
increased by 1.38%
Analysis last updated: Friday, May 22, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 3.76 | |
| 0.1713 | 2.90 | |
| 0.9126 | 67.68 | |
| -0.1677 | -2.60 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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