BNY Mellon Active Core Bond 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 Wednesday, July 8th, 2026
1 Day
3.89%
increased by 0.81%
1 Week
5.62%
increased by 2.54%
1 Month
9.88%
increased by 6.80%
Analysis last updated: Tuesday, July 7, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 4.60 | |
| 1.0000 | 2.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 12, 2026 to Jul 2, 2026
Jan 12, 2026 to Jul 2, 2026
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