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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Motley Fool Innovative Growth Factor ETF APMEM

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

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

Tap to view equation

ParameterValuet-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