Global X Nasdaq-100 Income Edge ETF MEM Volatility Analysis
Volatility prediction for Thursday, July 23rd, 2026
1 Day
19.98%
decreased by 0.70%
1 Week
26.56%
increased by 5.88%
1 Month
29.95%
increased by 9.27%
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
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5495 | 4.79*** |
α ARCH Response to squared shocks | 0.5947 | 4.34*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Persistence:
0.595
Half-life:
1 days
Other Global X Nasdaq-100 Income Edge ETF Analyses
Other MEM Analyses on ETFs