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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Invesco Galaxy Solana ETF APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 to Jul 10, 2026

Model 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

Tap to view equation

ParameterValuet-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