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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 8, 2026Model 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
| Parameter | Value | t-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
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