Invesco Galaxy Solana ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
55.35%
decreased by 3.18%
1 Week
58.13%
decreased by 0.40%
1 Month
64.54%
increased by 6.01%
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. The volatility power δ = 1.65 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 | 1.0000 | 1.58 |
α ARCH Response to squared shocks | 0.0870 | 0.01 |
β GARCH Volatility persistence | 0.7965 | 28.78*** |
γ leverage Additional response to negative shocks | 1.0000 | 0.01 |
δ power Transformation power | 1.6545 | 5.99*** |
Persistence:
0.919
Half-life:
8 days
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