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V-Lab

GraniteShares YieldBoost HIMS ETF MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

15.52%

decreased by 0.62%

1 Week

15.98%

decreased by 0.16%

1 Month

17.61%

increased by 1.47%

Analysis last updated: Tuesday, July 21, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

All

graph of GraniteShares YieldBoost HIMS ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2025 to Jul 17, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 121 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0338
0.77
α

ARCH

Response to squared shocks

0.1523
6.79***
β

GARCH

Volatility persistence

0.8420
77.35***

Persistence:

0.994

Half-life:

121 days