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V-Lab

Vaneck Emerging Market B ETF MEM Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

5.66%

decreased by 0.16%

1 Week

5.72%

decreased by 0.10%

1 Month

5.88%

increased by 0.06%

Analysis last updated: Tuesday, August 18, 2026 at 02:23 AM UTC

Date Range:

from

to

6M ·

All

graph of Vaneck Emerging Market B ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 6, 2025 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0110
1.67*
α

ARCH

Response to squared shocks

0.0806
2.50**
β

GARCH

Volatility persistence

0.8447
31.89***

Persistence:

0.925

Half-life:

9 days