V-Lab
Wealthfront Corp MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
30.17%
increased by 1.94%
1 Week
34.85%
increased by 6.62%
1 Month
37.55%
increased by 9.32%
Analysis last updated: Tuesday, August 11, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 12, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3264 | 5.08*** |
α ARCH Response to squared shocks | 0.6034 | 4.27*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Persistence:
0.603
Half-life:
1 days
Other Wealthfront Corp Analyses
Other MEM Analyses on Equities