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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2025 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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