V-Lab
Invesco Galaxy Solana ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
39.88%
decreased by 1.32%
1 Week
47.46%
increased by 6.26%
1 Month
65.17%
increased by 23.97%
Analysis last updated: Monday, August 10, 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 Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6540 | 3.21*** |
α ARCH Response to squared shocks | 0.3088 | 7.33*** |
β GARCH Volatility persistence | 0.6469 | 37.29*** |
Persistence:
0.956
Half-life:
15 days
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