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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Eventide International ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 17, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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