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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 5, 2000 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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