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V-Lab

Grayscale Avalanche Staking ETF Asy. MEM Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

13.17%

decreased by 0.71%

1 Week

14.89%

increased by 1.01%

1 Month

20.01%

increased by 6.13%

Analysis last updated: Thursday, August 6, 2026 at 02:18 AM UTC

Date Range:

from

to

6M ·

All

graph of Grayscale Avalanche Staking ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 12, 2026 to Jul 31, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 143% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1051
5.59***
α

ARCH

Response to squared shocks

0.1952
3.49***
β

GARCH

Volatility persistence

0.6535
17.55***
γ

leverage

Additional response to negative shocks

0.2788
2.10**

Persistence:

0.988

Half-life:

58 days