Invesco Galaxy Solana ETF Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
56.64%
decreased by 2.65%
1 Week
60.99%
increased by 1.70%
1 Month
70.18%
increased by 10.89%
Analysis last updated: Monday, July 20, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.2090 | 4.46*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.7543 | 62.55*** |
γ leverage Additional response to negative shocks | 0.3185 | 6.65*** |
Persistence:
0.914
Half-life:
8 days
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