Skip to main content
V-Lab

Defiance Space and Connective Tech ETF MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

40.65%

decreased by 5.05%

1 Week

39.78%

decreased by 5.92%

1 Month

36.92%

decreased by 8.78%

Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Defiance Space and Connective Tech ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 5, 2019 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1087
5.63***
α

ARCH

Response to squared shocks

0.2379
20.26***
β

GARCH

Volatility persistence

0.7234
113.72***

Persistence:

0.961

Half-life:

18 days