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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2023 to Jul 17, 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 = 0.65 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-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
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