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
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. 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
| Parameter | Value | t-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
Other Ethereum to US Dollar Analyses
Other Asy. Power MEM Analyses on Currencies