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V-Lab

Ethereum to US Dollar Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

39.17%

decreased by 0.64%

1 Week

44.11%

increased by 4.30%

1 Month

55.43%

increased by 15.62%

Analysis last updated: Wednesday, August 12, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ethereum to US Dollar AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2018 to Aug 8, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 34% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2353
23.51***
α

ARCH

Response to squared shocks

0.1881
18.69***
β

GARCH

Volatility persistence

0.7197
104.95***
γ

leverage

Additional response to negative shocks

0.0636
3.49***

Persistence:

0.940

Half-life:

11 days