V-Lab
Defiance Daily Target 2X Short BMNR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
143.68%
unchanged at 0.00%
1 Week
143.68%
unchanged at 0.00%
1 Month
143.68%
unchanged at 0.00%
Analysis last updated: Friday, July 24, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3683 | 3.64*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8615 | 3.62*** |
Spline Coefficients
K=1
| γ1 | 2.0164 | 1.90* |
Persistence:
0.861
Half-life:
5 days
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