Simplify US Equity PLUS Managed Futures Strategy 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
22.72%
decreased by 6.70%
1 Week
28.89%
decreased by 0.53%
1 Month
45.91%
increased by 16.49%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6315 | 3.45 | |
| 0.7513 | 4.36 | |
| 0.2487 | 7.30 |
Estimation Period:
Dec 9, 2025 to May 22, 2026
Dec 9, 2025 to May 22, 2026
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