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V-Lab

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

Date Range:

from

to

6M ·

All

graph of VanEck Solana ETF AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 17, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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