V-Lab
Founders 100 ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
21.10%
1 Week
21.27%
1 Month
21.89%
Analysis last updated: Wednesday, August 12, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 19, 2025 to Aug 7, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 100 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 0.76 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0122 | 7.08*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9931 | 128.29*** |
γ leverage Additional response to negative shocks | -1.0000 | -0.02 |
δ power Transformation power | 0.7607 | 5.85*** |
Persistence:
0.993
Half-life:
100 days
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