Invesco Galaxy Solana ETF APARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
59.03%
decreased by 1.98%
1 Week
60.28%
decreased by 0.73%
1 Month
63.38%
increased by 2.37%
Analysis last updated: Thursday, July 16, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. The volatility power δ = 1.81 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 2.09** |
α ARCH Response to squared shocks | 0.0446 | 0.00 |
β GARCH Volatility persistence | 0.8548 | 27.77*** |
γ leverage Additional response to negative shocks | 1.0000 | 0.00 |
δ power Transformation power | 1.8131 | 7.87*** |
Persistence:
0.928
Half-life:
9 days
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