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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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