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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Innovatr EQ DF PR - 1 YR MAY MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 1, 2025 to Aug 14, 2026

Model 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

ParameterValuet-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