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V-Lab

TrueShares Eagle Global Next Gen Power Infrastructure ETF MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

19.07%

decreased by 0.96%

1 Week

19.46%

decreased by 0.57%

1 Month

20.33%

increased by 0.30%

Analysis last updated: Thursday, August 6, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TrueShares Eagle Global Next Gen Power Infrastructure ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2022 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1693
3.66***
α

ARCH

Response to squared shocks

0.1064
5.90***
β

GARCH

Volatility persistence

0.7994
17.07***

Persistence:

0.906

Half-life:

7 days