Motley Fool Momentum 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 Friday, June 26th, 2026
1 Day
28.87%
decreased by 0.45%
1 Week
28.93%
decreased by 0.39%
1 Month
29.17%
decreased by 0.15%
Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 5.63 | |
| 0.0216 | 0.94 | |
| 0.9308 | 43.20 | |
| 0.0953 | 3.52 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
Other Motley Fool Momentum Factor ETF Analyses
Other Asy. MEM Analyses on ETFs