AlphaDroid Defensive Sector Rotation ETF MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.99%
decreased by 0.93%
1 Week
11.30%
decreased by 0.62%
1 Month
12.44%
increased by 0.52%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 4.37 | |
| 0.2650 | 7.33 | |
| 0.7350 | 43.54 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
Other AlphaDroid Defensive Sector Rotation ETF Analyses
Other MEM Analyses on ETFs