V-Lab
21Shares Solana ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
14.17%
decreased by 0.67%
1 Week
16.29%
increased by 1.45%
1 Month
19.79%
increased by 4.95%
Analysis last updated: Saturday, August 8, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 392% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2409 | 6.50*** |
α ARCH Response to squared shocks | 0.0991 | 5.37*** |
β GARCH Volatility persistence | 0.5861 | 21.86*** |
γ leverage Additional response to negative shocks | 0.3882 | 5.27*** |
Persistence:
0.879
Half-life:
5 days
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