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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 2025 to Aug 7, 2026Boundary 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
| Parameter | Value | t-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
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