iShares Nasdaq Premium Income Active 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
33.72%
decreased by 8.52%
1 Week
34.48%
decreased by 7.76%
1 Month
37.38%
decreased by 4.86%
Analysis last updated: Saturday, May 23, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 8.36 | |
| 0.3833 | 0.90 | |
| 0.6167 | 16.79 |
Estimation Period:
Dec 3, 2025 to May 22, 2026
Dec 3, 2025 to May 22, 2026
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