Defined Duration 5 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
3.57%
unchanged at 0.00%
1 Week
5.05%
increased by 1.48%
1 Month
8.74%
increased by 5.17%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 1.76 | |
| 0.0000 | 0.00 | |
| 0.5000 | 1.64 | |
| 1.0000 | 0.13 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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