Motley Fool Innovative Growth Factor ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
11.73%
increased by 0.30%
1 Week
11.74%
increased by 0.31%
1 Month
11.76%
increased by 0.33%
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
Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0199 | 5.18*** |
α ARCH Response to squared shocks | 0.0247 | 2.91*** |
β GARCH Volatility persistence | 0.9625 | 69.95*** |
γ leverage Additional response to negative shocks | 1.0000 | 291.46*** |
δ power Transformation power | 0.5000 | 5.49*** |
Persistence:
0.977
Half-life:
30 days
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