Eventide International ETF MEM Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
24.32%
increased by 0.01%
1 Week
24.32%
increased by 0.01%
1 Month
24.35%
increased by 0.04%
Analysis last updated: Tuesday, July 14, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 17, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0752 | 2.19** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9683 | 18.64*** |
Persistence:
0.968
Half-life:
21 days
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