V-Lab
Amplify Stablecoin Technology Leaders ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
40.34%
decreased by 0.39%
1 Week
40.53%
decreased by 0.20%
1 Month
41.04%
increased by 0.31%
Analysis last updated: Saturday, August 8, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4084 | 4.44*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9183 | 56.89*** |
γ leverage Additional response to negative shocks | 0.0468 | 1.70* |
Persistence:
0.942
Half-life:
12 days
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