Franklin XRP ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
50.94%
decreased by 3.89%
1 Week
46.54%
decreased by 8.29%
1 Month
43.00%
decreased by 11.83%
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 24, 2025 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 26% 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 | 0.5233 | 4.61*** |
α ARCH Response to squared shocks | 0.3305 | 11.86*** |
β GARCH Volatility persistence | 0.4068 | 8.01*** |
γ leverage Additional response to negative shocks | 0.2277 | 6.93*** |
δ power Transformation power | 0.5000 | 2.45** |
Persistence:
0.677
Half-life:
2 days
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