V-Lab
Franklin XRP ETF MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
46.32%
increased by 4.09%
1 Week
49.80%
increased by 7.57%
1 Month
53.74%
increased by 11.51%
Analysis last updated: Friday, August 7, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.7028 | 5.96*** |
α ARCH Response to squared shocks | 0.3412 | 6.27*** |
β GARCH Volatility persistence | 0.4384 | 12.26*** |
Persistence:
0.780
Half-life:
3 days
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