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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

Date Range:

from

to

6M ·

All

graph of Defiance 2x Daily Long Pure Drone and Aerial Automation ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 3, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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