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V-Lab

Tradr 2X Long Innovation 100 Quarterly ETF MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

31.78%

decreased by 2.41%

1 Week

31.86%

decreased by 2.33%

1 Month

32.21%

decreased by 1.98%

Analysis last updated: Tuesday, July 21, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Tradr 2X Long Innovation 100 Quarterly ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2024 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0110
3.37***
α

ARCH

Response to squared shocks

0.1719
11.59***
β

GARCH

Volatility persistence

0.8281
93.96***

Persistence:

1.000

Half-life:

-