V-Lab
Purpose Solana ETF MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, September 15th, 2026
1 Day
52.67%
decreased by 3.12%
1 Week
53.89%
decreased by 1.90%
1 Month
58.50%
increased by 2.71%
Analysis last updated: Tuesday, September 15, 2026 at 09:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 16, 2025 to Sep 11, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
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High persistence: persistence 1.000 ≥ 1, shocks do not decay
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.2572 | 1.60 |
| αARCH | 0.2899 | 3.46*** |
| βGARCH | 0.7101 | 12.96*** |
1.000
Persistence-
Half-lifeμ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2572 | 1.60 |
α ARCH Response to squared shocks | 0.2899 | 3.46*** |
β GARCH Volatility persistence | 0.7101 | 12.96*** |
Persistence:
1.000
Half-life:
-
Other Purpose Solana ETF Analyses
Other MEM Analyses on ETFs