Skip to main content
V-Lab

21Shares Solana ETF APARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

46.90%

decreased by 0.93%

1 Week

48.67%

increased by 0.84%

1 Month

53.20%

increased by 5.37%

Analysis last updated: Saturday, August 8, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

All

graph of 21Shares Solana ETF APARCH

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
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
1.97**
α

ARCH

Response to squared shocks

0.0355
0.00
β

GARCH

Volatility persistence

0.8614
41.24***
γ

leverage

Additional response to negative shocks

1.0000
0.00
δ

power

Transformation power

2.1066
8.16***

Persistence:

0.941

Half-life:

11 days