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V-Lab

State Street SPDR S&P Biotech ETF MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

34.58%

decreased by 1.52%

1 Week

34.48%

decreased by 1.62%

1 Month

34.15%

decreased by 1.95%

Analysis last updated: Tuesday, July 21, 2026 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Biotech ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 6, 2006 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0964
11.51***
α

ARCH

Response to squared shocks

0.2095
42.95***
β

GARCH

Volatility persistence

0.7674
200.68***

Persistence:

0.977

Half-life:

30 days