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V-Lab

Motley Fool Innovative Growth Factor ETF Asy. MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

10.52%

unchanged at 0.00%

1 Week

10.58%

increased by 0.06%

1 Month

10.80%

increased by 0.28%

Analysis last updated: Tuesday, July 21, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

All

graph of Motley Fool Innovative Growth Factor ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2025 to Jul 17, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0024
3.91***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9603
69.31***
γ

leverage

Additional response to negative shocks

0.0794
3.86***

Persistence:

1.000

Half-life:

1386294 days