VanEck Solana ETF MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
71.11%
increased by 2.39%
1 Week
79.11%
increased by 10.39%
1 Month
97.97%
increased by 29.25%
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
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.6774 | 2.56** |
α ARCH Response to squared shocks | 0.3301 | 7.39*** |
β GARCH Volatility persistence | 0.6124 | 28.01*** |
Persistence:
0.943
Half-life:
12 days
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