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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 6, 2026 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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