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V-Lab

Tradr 2X Short SMR Daily ETF MEM Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

126.60%

decreased by 10.56%

1 Week

129.94%

decreased by 7.22%

1 Month

139.18%

increased by 2.02%

Analysis last updated: Tuesday, August 18, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of Tradr 2X Short SMR Daily ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 11, 2026 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
1.53
α

ARCH

Response to squared shocks

0.2086
4.58***
β

GARCH

Volatility persistence

0.7409
20.11***

Persistence:

0.950

Half-life:

13 days