Motley Fool Innovative Growth Factor ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
16.05%
decreased by 0.46%
1 Week
16.29%
decreased by 0.22%
1 Month
16.80%
increased by 0.29%
Analysis last updated: Monday, July 20, 2026 at 09:29 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 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1129 | 3.73*** |
α ARCH Response to squared shocks | 0.0661 | 4.96*** |
β GARCH Volatility persistence | 0.8396 | 24.12*** |
Persistence:
0.906
Half-life:
7 days
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