V-Lab
Roundhill UNH WeeklyPay ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
29.78%
increased by 0.02%
1 Week
29.83%
increased by 0.07%
1 Month
30.01%
increased by 0.25%
Analysis last updated: Wednesday, August 12, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 53 trading days, meaning a shock loses half its impact after approximately 53 days. The volatility power δ = 1.22 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0300 | 3.38*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9871 | 72.44*** |
γ leverage Additional response to negative shocks | 0.4713 | 0.00 |
δ power Transformation power | 1.2224 | 3.48*** |
Persistence:
0.987
Half-life:
53 days
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