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V-Lab

Strive 500 ETF Asy. MEM Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

9.39%

decreased by 0.40%

1 Week

10.52%

increased by 0.73%

1 Month

12.44%

increased by 2.65%

Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 16, 2022 to Aug 14, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 274% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0927
19.71***
α

ARCH

Response to squared shocks

0.0984
8.68***
β

GARCH

Volatility persistence

0.6460
53.03***
γ

leverage

Additional response to negative shocks

0.2698
8.51***

Persistence:

0.879

Half-life:

5 days