V-Lab
Grayscale Avalanche Staking ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
14.31%
decreased by 0.18%
1 Week
15.56%
increased by 1.07%
1 Month
18.80%
increased by 4.31%
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 153% more than equivalent positive returns. The volatility power δ = 1.16 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 | 0.1068 | 5.07*** |
α ARCH Response to squared shocks | 0.2927 | 6.64*** |
β GARCH Volatility persistence | 0.6930 | 19.73*** |
γ leverage Additional response to negative shocks | 0.3812 | 4.41*** |
δ power Transformation power | 1.1556 | 5.81*** |
Persistence:
0.933
Half-life:
10 days
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