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V-Lab

Grayscale Dogecoin Trust Doge ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

42.11%

decreased by 1.57%

1 Week

41.55%

decreased by 2.13%

1 Month

39.95%

decreased by 3.73%

Analysis last updated: Thursday, July 9, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

All

graph of Grayscale Dogecoin Trust Doge ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 24, 2025 to Jul 2, 2026

Model Insight

Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 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.

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0716
10.01***
α

ARCH

Response to squared shocks

0.0239
3.64***
β

GARCH

Volatility persistence

0.9386
84.29***
γ

leverage

Additional response to negative shocks

1.0000
362.32***
δ

power

Transformation power

0.5000
2.07**

Persistence:

0.953

Half-life:

14 days