Defiance Daily Target 2X Short BMNR ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
139.41%
decreased by 0.10%
1 Week
139.23%
decreased by 0.28%
1 Month
138.59%
decreased by 0.92%
Analysis last updated: Monday, July 20, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8497 | 1.73* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9746 | 27.15*** |
Persistence:
0.975
Half-life:
27 days
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