Fundstrat Granny Shots US Small- & Mid-Cap ETF MEM Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.77%
decreased by 2.67%
1 Week
21.86%
decreased by 2.58%
1 Month
21.98%
decreased by 2.46%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4051 | 3.10 | |
| 0.2125 | 3.47 | |
| 0.5773 | 12.55 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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