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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 6, 2025 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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