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V-Lab

Grayscale Bitcoin Miners ETF MEM Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

50.49%

decreased by 6.43%

1 Week

51.87%

decreased by 5.05%

1 Month

56.28%

decreased by 0.64%

Analysis last updated: Monday, August 17, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Grayscale Bitcoin Miners ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2025 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5573
3.88***
α

ARCH

Response to squared shocks

0.2943
12.73***
β

GARCH

Volatility persistence

0.6792
51.80***

Persistence:

0.973

Half-life:

26 days