Baron First Principles 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 Tuesday, May 26th, 2026
1 Day
14.98%
decreased by 0.88%
1 Week
15.08%
decreased by 0.78%
1 Month
15.49%
decreased by 0.37%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 1.20 | |
| 0.1417 | 3.92 | |
| 0.8583 | 66.36 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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