Invesco Galaxy Solana ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
59.06%
decreased by 0.76%
1 Week
65.39%
increased by 5.57%
1 Month
68.92%
increased by 9.10%
Analysis last updated: Tuesday, July 21, 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
The news-impact curve is shifted (γ = 1.64) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.6594 | 13.94*** |
α ARCH Response to squared shocks | 0.1796 | 7.85*** |
β GARCH Volatility persistence | 0.4027 | 16.60*** |
γ leverage Additional response to negative shocks | 1.6428 | 5.03*** |
Persistence:
0.582
Half-life:
1 days
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