Motley Fool Momentum Factor ETF GARCH 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
31.69%
increased by 0.07%
1 Week
31.81%
increased by 0.19%
1 Month
32.31%
increased by 0.69%
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 | |
|---|---|---|
| 0.0159 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.11 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
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