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V-Lab
V-Lab

Grayscale Dogecoin Trust Doge ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

51.25%

increased by 6.31%

1 Week

45.99%

increased by 1.05%

1 Month

37.13%

decreased by 7.81%

Analysis last updated: Wednesday, September 16, 2026 at 02:48 AM 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 Sep 11, 2026

Model 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.

μ

APMEM Model

Tap to view equation

Shock decay: Shocks decay with a 5-day half-lifeδ = 0.50 · sub-quadratic power
ParamValuet-stat
ωconst0.1781
1.53
αARCH0.1972
2.29**
βGARCH0.7075
4.95***
γleverage-0.0072
-0.03
δpower0.5000
0.66

0.870

Persistence

5d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-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