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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2025 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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