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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 12, 2026 to Jul 31, 2026Model 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
| Parameter | Value | t-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
Other Grayscale Avalanche Staking ETF Analyses
Other Asy. MEM Analyses on ETFs