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V-Lab

21Shares Solana ETF AGARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

52.54%

decreased by 1.79%

1 Week

59.46%

increased by 5.13%

1 Month

64.40%

increased by 10.07%

Analysis last updated: Monday, August 10, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

All

graph of 21Shares Solana ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2025 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 1.88) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.1334
13.42***
α

ARCH

Response to squared shocks

0.1856
10.82***
β

GARCH

Volatility persistence

0.4814
33.83***
γ

leverage

Additional response to negative shocks

1.8767
6.41***

Persistence:

0.667

Half-life:

2 days