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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 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

Date Range:

from

to

6M ·

All

graph of Global X Nasdaq-100 Income Edge ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 18, 2026 to Jul 17, 2026

Model 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

ParameterValuet-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