V-Lab
Tortoise Nuclear Renaissance ETF Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
33.04%
increased by 4.06%
1 Week
38.55%
increased by 9.57%
1 Month
43.69%
increased by 14.71%
Analysis last updated: Tuesday, August 11, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Aug 7, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 93% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0949 | 9.95*** |
α ARCH Response to squared shocks | 0.5323 | 4.97*** |
β GARCH Volatility persistence | 0.3447 | 6.83*** |
γ leverage Additional response to negative shocks | -0.2569 | -2.04** |
Persistence:
0.749
Half-life:
2 days
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