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V-Lab

VanEck Semiconductor ETF Fund MEM Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

32.46%

decreased by 2.20%

1 Week

32.54%

decreased by 2.12%

1 Month

32.80%

decreased by 1.86%

Analysis last updated: Monday, August 17, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VanEck Semiconductor ETF Fund MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 5, 2000 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 58 trading days, meaning a shock loses half its impact after approximately 58 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0593
6.09***
α

ARCH

Response to squared shocks

0.1836
46.41***
β

GARCH

Volatility persistence

0.8045
248.90***

Persistence:

0.988

Half-life:

58 days