VanEck Solana ETF Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
70.92%
decreased by 2.72%
1 Week
78.01%
increased by 4.37%
1 Month
93.56%
increased by 19.92%
Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2025 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 173% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7296 | 5.55*** |
α ARCH Response to squared shocks | 0.1464 | 7.91*** |
β GARCH Volatility persistence | 0.6530 | 34.83*** |
γ leverage Additional response to negative shocks | 0.2534 | 3.70*** |
Persistence:
0.926
Half-life:
9 days
Other VanEck Solana ETF Analyses
Other Asy. MEM Analyses on ETFs