Sterling Capital Multi-Strategy Income 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 Monday, October 19th, 2026
1 Day
2.99%
decreased by 0.07%
1 Week
3.04%
decreased by 0.02%
1 Month
3.23%
increased by 0.17%
Analysis last updated: Friday, October 16, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Oct 16, 2026Model 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
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0006 | 1.41 |
| αARCH | 0.2634 | 2.26** |
| βGARCH | 0.7366 | 10.37*** |
1.000
Persistence-
Half-lifeμ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0006 | 1.41 |
α ARCH Response to squared shocks | 0.2634 | 2.26** |
β GARCH Volatility persistence | 0.7366 | 10.37*** |
Persistence:
1.000
Half-life:
-
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