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V-Lab

Motley Fool Innovative Growth Factor ETF MEM Volatility Analysis

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

Volatility prediction for Tuesday, July 21st, 2026

1 Day

9.99%

decreased by 0.41%

1 Week

10.06%

decreased by 0.34%

1 Month

10.32%

decreased by 0.08%

Analysis last updated: Monday, July 20, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

All

graph of Motley Fool Innovative Growth Factor ETF MEM

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

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0026
4.89***
α

ARCH

Response to squared shocks

0.1129
6.26***
β

GARCH

Volatility persistence

0.8871
43.46***

Persistence:

1.000

Half-life:

-