Simplify US Equity PLUS Managed Futures Strategy ETF MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
19.08%
decreased by 1.50%
1 Week
21.28%
increased by 0.70%
1 Month
23.07%
increased by 2.49%
Analysis last updated: Tuesday, July 21, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6688 | 5.54*** |
α ARCH Response to squared shocks | 0.2752 | 2.88*** |
β GARCH Volatility persistence | 0.4260 | 8.61*** |
Persistence:
0.701
Half-life:
2 days
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