VanEck Solana ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
70.83%
decreased by 3.47%
1 Week
69.25%
decreased by 5.05%
1 Month
66.26%
decreased by 8.04%
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 modest leverage effect: negative returns increase next-day volatility 38% more than equivalent positive returns. The volatility power δ = 0.50 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 | 0.2456 | 2.78*** |
α ARCH Response to squared shocks | 0.2524 | 12.90*** |
β GARCH Volatility persistence | 0.6724 | 26.23*** |
γ leverage Additional response to negative shocks | 0.3098 | 7.99*** |
δ power Transformation power | 0.5000 | 3.44*** |
Persistence:
0.877
Half-life:
5 days
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