Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

All

graph of Defiance Daily Target 2X Short BMNR ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 13, 2025 to Jul 17, 2026

Model 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

ParameterValuet-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