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V-Lab

Unusual Whales Subversive Republican Trading ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

17.10%

decreased by 1.40%

1 Week

16.26%

decreased by 2.24%

1 Month

14.83%

decreased by 3.67%

Analysis last updated: Monday, July 20, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Unusual Whales Subversive Republican Trading ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2023 to Jul 17, 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 = 0.65 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

0.1274
8.83***
α

ARCH

Response to squared shocks

0.2878
14.93***
β

GARCH

Volatility persistence

0.6287
21.95***
γ

leverage

Additional response to negative shocks

0.0073
0.25
δ

power

Transformation power

0.6539
16.45***

Persistence:

0.860

Half-life:

5 days