Horizon Small/Mid Cap Core Equity 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
18.94%
increased by 5.74%
1 Week
19.03%
increased by 5.83%
1 Month
19.41%
increased by 6.21%
Analysis last updated: Friday, May 22, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 3.89 | |
| 0.0820 | 3.17 | |
| 0.9180 | 56.47 |
Estimation Period:
Dec 8, 2025 to May 22, 2026
Dec 8, 2025 to May 22, 2026
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