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V-Lab

Ethereum to US Dollar Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

38.46%

decreased by 0.74%

1 Week

42.99%

increased by 3.79%

1 Month

53.13%

increased by 13.93%

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 APMEM

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. The volatility power δ = 1.68 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8193
10.54***
α

ARCH

Response to squared shocks

0.2241
36.24***
β

GARCH

Volatility persistence

0.7216
104.06***
γ

leverage

Additional response to negative shocks

0.0868
7.94***
δ

power

Transformation power

1.6781
24.09***

Persistence:

0.924

Half-life:

9 days