V-Lab
21Shares Solana ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
14.32%
decreased by 0.80%
1 Week
15.96%
increased by 0.84%
1 Month
18.25%
increased by 3.13%
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 213% more than equivalent positive returns. The volatility power δ = 1.32 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2358 | 7.58*** |
α ARCH Response to squared shocks | 0.2598 | 12.39*** |
β GARCH Volatility persistence | 0.5975 | 20.09*** |
γ leverage Additional response to negative shocks | 0.4065 | 8.88*** |
δ power Transformation power | 1.3223 | 6.91*** |
Persistence:
0.821
Half-life:
4 days
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