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V-Lab

Twin Oak Strategic Solutions ETF MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

79.28%

decreased by 0.22%

1 Week

80.80%

increased by 1.30%

1 Month

82.99%

increased by 3.49%

Analysis last updated: Tuesday, July 21, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of Twin Oak Strategic Solutions ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 6, 2026 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
4.51***
α

ARCH

Response to squared shocks

0.0306
1.79*
β

GARCH

Volatility persistence

0.7920
10.51***

Persistence:

0.823

Half-life:

4 days