V-Lab
Amplify Stablecoin Technology Leaders ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
42.03%
decreased by 0.30%
1 Week
42.06%
decreased by 0.27%
1 Month
42.14%
decreased by 0.19%
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, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1364 | 6.88*** |
α ARCH Response to squared shocks | 0.0305 | 4.97*** |
β GARCH Volatility persistence | 0.8986 | 57.33*** |
γ leverage Additional response to negative shocks | 1.0000 | 316.05*** |
δ power Transformation power | 0.5000 | 3.48*** |
Persistence:
0.916
Half-life:
8 days
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