V-Lab
Strive 500 ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
10.20%
increased by 0.40%
1 Week
10.45%
increased by 0.65%
1 Month
10.89%
increased by 1.09%
Analysis last updated: Friday, August 14, 2026 at 10:42 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 notable leverage effect: negative returns increase next-day volatility 99% more than equivalent positive returns. The volatility power δ = 0.84 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 | 0.1103 | 17.54*** |
α ARCH Response to squared shocks | 0.2237 | 17.78*** |
β GARCH Volatility persistence | 0.6761 | 48.57*** |
γ leverage Additional response to negative shocks | 0.3876 | 11.05*** |
δ power Transformation power | 0.8391 | 13.64*** |
Persistence:
0.852
Half-life:
4 days
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