V-Lab
Grayscale Dogecoin Trust Doge ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
51.25%
1 Week
45.99%
1 Month
37.13%
Analysis last updated: Wednesday, September 16, 2026 at 02:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Sep 11, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. The volatility power δ = 0.50 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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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1781 | 1.53 |
| αARCH | 0.1972 | 2.29** |
| βGARCH | 0.7075 | 4.95*** |
| γleverage | -0.0072 | -0.03 |
| δpower | 0.5000 | 0.66 |
0.870
Persistence5d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1781 | 1.53 |
α ARCH Response to squared shocks | 0.1972 | 2.29** |
β GARCH Volatility persistence | 0.7075 | 4.95*** |
γ leverage Additional response to negative shocks | -0.0072 | -0.03 |
δ power Transformation power | 0.5000 | 0.66 |
Persistence:
0.870
Half-life:
5 days
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