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V-Lab

Twin Oak Strategic Solutions ETF Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

72.53%

decreased by 1.25%

1 Week

80.00%

increased by 6.22%

1 Month

97.86%

increased by 24.08%

Analysis last updated: Tuesday, July 21, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of Twin Oak Strategic Solutions ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 6, 2026 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. The volatility power δ = 1.26 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

1.0000
6.10***
α

ARCH

Response to squared shocks

0.0898
0.21
β

GARCH

Volatility persistence

0.8338
12.88***
γ

leverage

Additional response to negative shocks

1.0000
0.14
δ

power

Transformation power

1.2574
5.77***

Persistence:

0.922

Half-life:

9 days