V-Lab
Innovatr EQ DF PR - 1 YR MAY MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
2.09%
unchanged at 0.00%
1 Week
2.06%
decreased by 0.03%
1 Month
1.98%
decreased by 0.11%
Analysis last updated: Monday, August 17, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 1, 2025 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0004 | 8.73*** |
α ARCH Response to squared shocks | 0.1093 | 9.40*** |
β GARCH Volatility persistence | 0.8582 | 30.59*** |
Persistence:
0.968
Half-life:
21 days
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