V-Lab
NASDAQ 100 MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
23.16%
decreased by 2.24%
1 Week
23.28%
decreased by 2.12%
1 Month
23.67%
decreased by 1.73%
Analysis last updated: Saturday, August 8, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 39 trading days, meaning a shock loses half its impact after approximately 39 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0475 | 9.92*** |
α ARCH Response to squared shocks | 0.2295 | 55.11*** |
β GARCH Volatility persistence | 0.7531 | 265.83*** |
Persistence:
0.983
Half-life:
39 days
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