Bitwise XRP ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
41.05%
decreased by 3.97%
1 Week
37.38%
decreased by 7.64%
1 Month
34.71%
decreased by 10.31%
Analysis last updated: Monday, July 20, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 20, 2025 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 33% 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5173 | 6.47*** |
α ARCH Response to squared shocks | 0.3216 | 12.15*** |
β GARCH Volatility persistence | 0.3831 | 7.63*** |
γ leverage Additional response to negative shocks | 0.2747 | 7.68*** |
δ power Transformation power | 0.5000 | 2.98*** |
Persistence:
0.645
Half-life:
2 days
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