Global X Nasdaq-100 Income Edge 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 Thursday, July 23rd, 2026
1 Day
17.95%
decreased by 2.14%
1 Week
30.82%
increased by 10.73%
1 Month
58.84%
increased by 38.75%
Analysis last updated: Thursday, July 23, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2026 to Jul 17, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2459 | 9.01*** |
α ARCH Response to squared shocks | 1.4305 | 3.58*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -0.8610 | -1.51 |
Persistence:
1.000
Half-life:
1386294 days
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