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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

Date Range:

from

to

6M ·

All

graph of Roundhill UNH WeeklyPay ETF APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2025 to Aug 7, 2026

Model 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

Tap to view equation

ParameterValuet-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