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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

Date Range:

from

to

6M ·

All

graph of Tortoise Nuclear Renaissance ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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