V-Lab
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 Monday, September 14th, 2026
1 Day
15.58%
decreased by 0.59%
1 Week
25.42%
increased by 9.25%
1 Month
47.53%
increased by 31.36%
Analysis last updated: Saturday, September 12, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2026 to Sep 11, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
AMEM Model
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8003 | 2.72*** |
| αARCH | 1.5328 | 0.95 |
| βGARCH | 0.0000 | 0.00 |
| γleverage | -1.0657 | -0.54 |
1.000
Persistence-
Half-lifeμ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8003 | 2.72*** |
α ARCH Response to squared shocks | 1.5328 | 0.95 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | -1.0657 | -0.54 |
Persistence:
1.000
Half-life:
-
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