Invesco QQQ Trust Series 1 MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
20.19%
decreased by 1.76%
1 Week
20.43%
decreased by 1.52%
1 Month
21.26%
decreased by 0.69%
Analysis last updated: Tuesday, July 21, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 10, 1999 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0507 | 9.10*** |
α ARCH Response to squared shocks | 0.2471 | 43.60*** |
β GARCH Volatility persistence | 0.7338 | 188.82*** |
Persistence:
0.981
Half-life:
36 days
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