V-Lab
Defiance 2x Daily Long Pure Drone and Aerial Automation ETF MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
210.39%
increased by 0.61%
1 Week
211.58%
increased by 1.80%
1 Month
216.12%
increased by 6.34%
Analysis last updated: Thursday, August 6, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 3, 2026 to Jul 31, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 121 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0111 | 0.13 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9943 | 1.53 |
Persistence:
0.994
Half-life:
121 days
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