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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

Date Range:

from

to

6M ·

All

graph of Grayscale Avalanche Staking ETF APMEM

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 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

ParameterValuet-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