V-Lab
Solana to US Dollar APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
44.58%
decreased by 0.38%
1 Week
47.22%
increased by 2.26%
1 Month
54.05%
increased by 9.09%
Analysis last updated: Sunday, August 16, 2026 at 06:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 4, 2023 to Aug 15, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 3.51*** |
α ARCH Response to squared shocks | 0.0798 | 8.52*** |
β GARCH Volatility persistence | 0.8659 | 89.23*** |
γ leverage Additional response to negative shocks | 0.0502 | 1.54 |
δ power Transformation power | 2.0645 | 10.80*** |
Persistence:
0.948
Half-life:
13 days
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