V-Lab
Roundhill UNH WeeklyPay ETF Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
30.55%
increased by 0.05%
1 Week
30.64%
increased by 0.14%
1 Month
30.98%
increased by 0.48%
Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Aug 7, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 152 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0277 | 0.04 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9954 | 0.42 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.995
Half-life:
152 days
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