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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF APMEM

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 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

ParameterValuet-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